+138.7%
AXON vs IVZ
+144.8%
-6.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.1% | -5.3% | -4.5% |
| 7D | -14.2% | +0.6% | -14.8% | -14.3% |
| 30D | -15.4% | +4.0% | -19.4% | -16.4% |
| 3M | +0.5% | +18.2% | -17.7% | -5.1% |
| 6M | -9.5% | +32.8% | -42.3% | -18.3% |
| YTD | -9.2% | +28.7% | -37.9% | -17.3% |
| 1Y | -29.4% | +55.4% | -84.8% | -39.3% |
| All | +138.7% | +144.8% | -6.2% | +69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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