+1,852.6%
AXON vs IWD
+197.9%
+1,654.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.7% | -3.5% | -3.5% |
| 7D | -14.2% | -0.3% | -13.9% | -13.8% |
| 30D | -15.4% | +0.6% | -16.0% | -15.7% |
| 3M | +0.5% | +7.2% | -6.7% | -6.2% |
| 6M | -9.5% | +16.2% | -25.7% | -22.4% |
| YTD | -9.2% | +23.3% | -32.5% | -26.8% |
| 1Y | -29.4% | +29.6% | -58.9% | -45.9% |
| 3Y | +139.4% | +70.5% | +69.0% | +38.2% |
| 5Y | +178.9% | +73.5% | +105.4% | +59.8% |
| All | +1,852.6% | +197.9% | +1,654.6% | +526.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 10y: compounded portfolio wealth divided by compounded IWD 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…
10y analysis · Full analysis span regression · 6 months rolling