+47,537.0%
AXON vs IAG
+377.5%
+47,159.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -17.6% |
| 3M | +0.5% | +19.1% | -18.7% | -1.7% |
| 6M | -9.5% | -10.3% | +0.8% | -9.3% |
| YTD | -9.2% | +24.2% | -33.4% | -12.4% |
| 1Y | -29.4% | +116.5% | -145.9% | -36.1% |
| 3Y | +139.4% | +742.8% | -603.4% | +83.7% |
| 5Y | +178.9% | +753.3% | -574.4% | +105.5% |
| 10Y | +1,840.8% | +403.2% | +1,437.6% | +1,287.5% |
| All | +47,537.0% | +377.5% | +47,159.5% | +30,837.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling