+1,874.2%
AXON vs IAU
+220.5%
+1,653.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.8% | -3.3% | -4.1% |
| 7D | -14.2% | -0.5% | -13.6% | -14.1% |
| 30D | -15.4% | +4.4% | -19.8% | -15.5% |
| 3M | +0.5% | -1.1% | +1.5% | +0.6% |
| 6M | -9.5% | -13.7% | +4.2% | -9.0% |
| YTD | -9.2% | +2.7% | -11.9% | -8.9% |
| 1Y | -29.4% | +24.6% | -54.0% | -29.6% |
| 3Y | +139.4% | +126.8% | +12.6% | +132.3% |
| 5Y | +178.9% | +139.5% | +39.4% | +167.8% |
| All | +1,874.2% | +220.5% | +1,653.7% | +2,068.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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