+170.5%
AXON vs IFF
-35.9%
+206.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.5% | -2.6% |
| 7D | -3.3% | -3.0% | -0.3% | -2.4% |
| 30D | -17.8% | -0.9% | -16.9% | -17.6% |
| 3M | +8.3% | +11.8% | -3.6% | +4.9% |
| 6M | -12.4% | +16.5% | -28.9% | -17.1% |
| YTD | -13.7% | +26.5% | -40.2% | -21.1% |
| 1Y | -33.1% | +32.7% | -65.8% | -40.1% |
| 3Y | +128.2% | +32.0% | +96.2% | +95.9% |
| 5Y | +170.5% | -36.1% | +206.6% | +226.8% |
| All | +170.5% | -35.9% | +206.3% | +226.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling