+44.3%
AXON vs IOVA
+85.3%
-40.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +3.9% | -22.1% | -18.1% |
| 7D | -26.8% | -5.2% | -21.6% | -26.8% |
| 30D | -22.9% | -37.8% | +14.9% | -23.3% |
| 3M | -40.1% | +29.5% | -69.6% | -39.7% |
| 6M | -18.9% | +96.6% | -115.5% | -17.8% |
| YTD | -44.9% | +194.5% | -239.4% | -44.5% |
| 1Y | -46.7% | +248.1% | -294.7% | -46.3% |
| 3Y | +44.3% | +86.1% | -41.8% | +34.3% |
| All | +44.3% | +85.3% | -40.9% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 3y: compounded portfolio wealth divided by compounded IOVA 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…
3y analysis · Full analysis span regression · 6 months rolling