+2,936.3%
AXON vs ITOT
+871.0%
+2,065.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.3% |
| 7D | -27.4% | -0.5% | -26.9% | -26.9% |
| 30D | -28.5% | -3.4% | -25.0% | -25.1% |
| 3M | -49.3% | -3.1% | -46.2% | -47.1% |
| 6M | -25.0% | +2.2% | -27.2% | -26.7% |
| YTD | -46.7% | +11.0% | -57.8% | -53.2% |
| 1Y | -48.3% | +11.4% | -59.7% | -54.7% |
| 3Y | +38.8% | +76.4% | -37.5% | -33.8% |
| 5Y | +77.7% | +65.1% | +12.6% | -6.3% |
| 10Y | +1,028.0% | +287.4% | +740.7% | +85.9% |
| All | +2,936.3% | +871.0% | +2,065.3% | +27.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling