+88.4%
AXON vs IBN
+73.5%
+14.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.3% | +2.6% |
| 7D | +0.8% | +1.9% | -1.1% | +0.1% |
| 30D | -22.8% | +22.1% | -44.9% | -28.9% |
| 3M | -48.8% | +17.1% | -65.9% | -52.0% |
| 6M | -16.3% | +35.5% | -51.8% | -26.1% |
| YTD | -44.5% | +16.8% | -61.3% | -48.2% |
| 1Y | -43.4% | +12.4% | -55.8% | -46.5% |
| 3Y | +44.3% | +58.0% | -13.8% | +10.8% |
| All | +88.4% | +73.5% | +14.9% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 5y: compounded portfolio wealth divided by compounded IBN 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…
5y analysis · Full analysis span regression · 6 months rolling