+170.5%
AXON vs ITOT
+73.3%
+97.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.5% | -2.4% |
| 7D | -3.3% | -0.4% | -3.0% | -2.8% |
| 30D | -17.8% | -1.6% | -16.3% | -16.0% |
| 3M | +8.3% | +3.5% | +4.7% | +4.3% |
| 6M | -12.4% | +13.1% | -25.5% | -24.0% |
| YTD | -13.7% | +12.7% | -26.4% | -24.7% |
| 1Y | -33.1% | +18.3% | -51.4% | -44.7% |
| 3Y | +128.2% | +76.4% | +51.8% | +16.6% |
| 5Y | +170.5% | +73.8% | +96.7% | +46.8% |
| All | +170.5% | +73.3% | +97.2% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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