+112,002.2%
AXON vs IFF
+490.3%
+111,511.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.1% | -4.1% | -4.1% |
| 7D | -14.2% | -1.8% | -12.3% | -13.3% |
| 30D | -15.4% | -2.0% | -13.4% | -14.3% |
| 3M | +0.5% | +18.5% | -18.1% | -7.7% |
| 6M | -9.5% | +11.7% | -21.2% | -16.0% |
| YTD | -9.2% | +29.6% | -38.8% | -22.5% |
| 1Y | -29.4% | +35.0% | -64.3% | -41.5% |
| 3Y | +139.4% | +32.3% | +107.1% | +91.3% |
| 5Y | +178.9% | -34.6% | +213.5% | +216.1% |
| 10Y | +1,840.8% | -20.6% | +1,861.4% | +1,683.7% |
| All | +112,002.2% | +490.3% | +111,511.9% | +34,525.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling