+1,852.6%
AXON vs IBB
+132.1%
+1,720.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.9% | -3.3% | -3.5% |
| 7D | -14.2% | +1.4% | -15.6% | -15.1% |
| 30D | -15.4% | +10.5% | -25.9% | -21.5% |
| 3M | +0.5% | +23.6% | -23.2% | -14.3% |
| 6M | -9.5% | +22.6% | -32.1% | -22.7% |
| YTD | -9.2% | +25.7% | -34.9% | -24.2% |
| 1Y | -29.4% | +51.4% | -80.8% | -49.2% |
| 3Y | +139.4% | +64.4% | +75.0% | +55.4% |
| 5Y | +178.9% | +22.1% | +156.8% | +129.6% |
| All | +1,852.6% | +132.1% | +1,720.5% | +937.6% |
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