+88.4%
AXON vs IWD
+72.9%
+15.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.5% |
| 7D | +0.8% | +2.3% | -1.5% | -1.9% |
| 30D | -22.8% | +3.6% | -26.4% | -25.6% |
| 3M | -48.8% | +2.2% | -50.9% | -49.8% |
| 6M | -16.3% | +13.0% | -29.3% | -26.5% |
| YTD | -44.5% | +26.5% | -71.0% | -57.3% |
| 1Y | -43.4% | +30.1% | -73.5% | -57.9% |
| 3Y | +44.3% | +84.9% | -40.6% | -30.0% |
| All | +88.4% | +72.9% | +15.5% | +0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling