+143.0%
AXON vs IBB
+64.8%
+78.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.9% | -3.3% | -3.8% |
| 7D | -14.2% | +1.4% | -15.6% | -14.7% |
| 30D | -15.4% | +10.5% | -25.9% | -18.5% |
| 3M | +0.5% | +23.6% | -23.2% | -6.8% |
| 6M | -9.5% | +22.6% | -32.1% | -16.1% |
| YTD | -9.2% | +25.7% | -34.9% | -16.6% |
| 1Y | -29.4% | +51.4% | -80.8% | -39.4% |
| All | +143.0% | +64.8% | +78.1% | +90.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling