+182.3%
AXON vs IAG
+764.1%
-581.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.2% | -2.0% | -3.9% |
| 7D | -14.2% | -0.5% | -13.6% | -14.1% |
| 30D | -15.4% | +28.9% | -44.3% | -17.7% |
| 3M | +0.5% | +19.1% | -18.7% | -1.8% |
| 6M | -9.5% | -10.3% | +0.8% | -9.3% |
| YTD | -9.2% | +24.2% | -33.4% | -12.5% |
| 1Y | -29.4% | +116.5% | -145.9% | -36.4% |
| 3Y | +139.4% | +742.8% | -603.4% | +86.3% |
| All | +182.3% | +764.1% | -581.8% | +108.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling