+68,471.7%
AXON vs IFF
+457.4%
+68,014.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.0% | +1.7% | +2.2% |
| 7D | +0.8% | -1.8% | +2.5% | +1.6% |
| 30D | -22.8% | -9.4% | -13.3% | -18.7% |
| 3M | -48.8% | -3.0% | -45.8% | -48.0% |
| 6M | -16.3% | +5.8% | -22.1% | -18.8% |
| YTD | -44.5% | +22.4% | -66.8% | -51.2% |
| 1Y | -43.4% | +23.0% | -66.4% | -50.5% |
| 3Y | +44.3% | +21.8% | +22.5% | +20.9% |
| 5Y | +85.1% | -39.2% | +124.3% | +118.9% |
| 10Y | +1,060.5% | -12.4% | +1,072.9% | +898.9% |
| All | +68,471.7% | +457.4% | +68,014.3% | +21,710.3% |
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