+44.3%
AXON vs IAG
+663.0%
-618.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.7% | +2.6% |
| 7D | +0.8% | -7.7% | +8.5% | +1.6% |
| 30D | -22.8% | +1.6% | -24.4% | -23.3% |
| 3M | -48.8% | -2.4% | -46.3% | -48.9% |
| 6M | -16.3% | -7.8% | -8.5% | -16.4% |
| YTD | -44.5% | +5.0% | -49.5% | -45.9% |
| 1Y | -43.4% | +25.7% | -69.1% | -46.1% |
| 3Y | +44.3% | +694.5% | -650.2% | +17.2% |
| All | +44.3% | +663.0% | -618.7% | +17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling