+67,943.5%
AXON vs IVZ
+75.9%
+67,867.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | 0.0% | -18.2% | -18.2% |
| 7D | -26.8% | -2.4% | -24.4% | -26.0% |
| 30D | -22.9% | -11.2% | -11.7% | -19.2% |
| 3M | -40.1% | -14.0% | -26.1% | -36.4% |
| 6M | -18.9% | +0.5% | -19.3% | -19.6% |
| YTD | -44.9% | +5.4% | -50.3% | -46.6% |
| 1Y | -46.7% | +19.5% | -66.1% | -50.9% |
| 3Y | +44.3% | +128.7% | -84.4% | -1.0% |
| 5Y | +71.4% | +28.8% | +42.6% | +43.9% |
| 10Y | +1,324.0% | +52.3% | +1,271.7% | +884.8% |
| All | +67,943.5% | +75.9% | +67,867.6% | +33,505.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling