+68,469.6%
AXON vs IFF
+467.6%
+68,001.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +4.6% |
| 7D | -25.6% | -5.7% | -19.9% | -23.1% |
| 30D | -23.9% | -2.7% | -21.2% | -22.8% |
| 3M | -50.4% | -2.3% | -48.1% | -49.8% |
| 6M | -20.0% | +6.0% | -26.0% | -22.5% |
| YTD | -44.5% | +24.6% | -69.1% | -51.6% |
| 1Y | -44.9% | +29.4% | -74.2% | -53.1% |
| 3Y | +44.7% | +23.1% | +21.6% | +20.6% |
| 5Y | +86.7% | -37.2% | +123.9% | +116.8% |
| 10Y | +1,060.5% | -10.8% | +1,071.3% | +889.5% |
| All | +68,469.6% | +467.6% | +68,001.9% | +21,507.0% |
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