+1,854.5%
AXON vs IAG
+371.0%
+1,483.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.8% |
| 7D | -2.5% | +4.3% | -6.7% | -2.8% |
| 30D | -11.5% | +9.8% | -21.3% | -12.2% |
| 3M | +7.3% | +28.9% | -21.6% | +4.8% |
| 6M | -11.9% | -7.6% | -4.4% | -12.0% |
| YTD | -11.0% | +22.0% | -33.0% | -13.2% |
| 1Y | -31.8% | +99.5% | -131.3% | -36.3% |
| 3Y | +135.4% | +818.3% | -682.9% | +95.1% |
| 5Y | +176.9% | +785.9% | -609.0% | +123.2% |
| 10Y | +1,854.5% | +381.1% | +1,473.4% | +1,468.9% |
| All | +1,854.5% | +371.0% | +1,483.5% | +1,468.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IAG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling