+1,016.4%
AXON vs IWD
+202.4%
+814.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.2% |
| 7D | -19.7% | +1.7% | -21.4% | -21.1% |
| 30D | -25.7% | +3.2% | -28.9% | -27.9% |
| 3M | -48.8% | +2.3% | -51.1% | -49.8% |
| 6M | -22.0% | +12.9% | -34.9% | -30.7% |
| YTD | -45.9% | +26.2% | -72.2% | -57.3% |
| 1Y | -46.1% | +28.3% | -74.3% | -58.1% |
| 3Y | +40.9% | +84.4% | -43.5% | -24.6% |
| 5Y | +80.2% | +73.0% | +7.2% | +4.2% |
| All | +1,016.4% | +202.4% | +814.0% | +338.4% |
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