+65,669.6%
AXON vs IVZ
+87.5%
+65,582.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -27.4% | +2.2% | -29.5% | -28.0% |
| 30D | -28.5% | -2.2% | -26.3% | -27.9% |
| 3M | -49.3% | -8.4% | -40.8% | -47.6% |
| 6M | -25.0% | +6.2% | -31.2% | -27.3% |
| YTD | -46.7% | +12.4% | -59.1% | -49.7% |
| 1Y | -48.3% | +26.0% | -74.3% | -53.4% |
| 3Y | +38.8% | +147.9% | -109.0% | -7.9% |
| 5Y | +77.7% | +38.8% | +38.9% | +44.7% |
| 10Y | +1,028.0% | +44.6% | +983.5% | +694.2% |
| All | +65,669.6% | +87.5% | +65,582.1% | +31,513.5% |
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