-35.9%
AXON vs IFF
+32.7%
-68.7%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | -11.0% | -2.8% | -8.2% | -10.6% |
| 30D | -24.7% | -1.1% | -23.6% | -24.6% |
| 3M | +7.0% | +13.8% | -6.8% | +6.5% |
| 6M | -9.6% | +16.7% | -26.3% | -11.7% |
| YTD | -15.7% | +26.1% | -41.8% | -18.7% |
| 1Y | -35.9% | +33.5% | -69.4% | -36.6% |
| All | -35.9% | +32.7% | -68.7% | -36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling