+1,786.0%
AXON vs IFF
-19.8%
+1,805.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | -11.0% | -2.8% | -8.2% | -10.1% |
| 30D | -24.7% | -1.1% | -23.6% | -24.4% |
| 3M | +7.0% | +13.8% | -6.8% | +2.5% |
| 6M | -9.6% | +16.7% | -26.3% | -15.4% |
| YTD | -15.7% | +26.1% | -41.8% | -23.7% |
| 1Y | -35.9% | +33.5% | -69.4% | -43.7% |
| 3Y | +123.0% | +31.6% | +91.4% | +90.6% |
| 5Y | +166.3% | -34.9% | +201.2% | +199.5% |
| All | +1,786.0% | -19.8% | +1,805.8% | +1,894.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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