+1,180.9%
AXON vs IBB
+139.6%
+1,041.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.8% | -5.9% | -5.2% |
| 7D | -28.7% | +2.7% | -31.4% | -30.3% |
| 30D | -28.3% | +6.3% | -34.6% | -31.7% |
| 3M | -46.9% | +11.1% | -58.0% | -51.2% |
| 6M | -24.9% | +29.2% | -54.1% | -38.6% |
| YTD | -46.6% | +30.2% | -76.8% | -57.0% |
| 1Y | -49.7% | +39.5% | -89.2% | -61.6% |
| 3Y | +40.6% | +92.3% | -51.8% | -21.4% |
| 5Y | +71.9% | +43.0% | +28.9% | +24.1% |
| 10Y | +1,180.9% | +137.1% | +1,043.8% | +567.5% |
| All | +1,180.9% | +139.6% | +1,041.2% | +567.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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