+1,180.9%
AXON vs IWF
+391.9%
+789.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.9% | -6.1% | -6.2% |
| 7D | -28.7% | -1.0% | -27.7% | -28.1% |
| 30D | -28.3% | -10.1% | -18.2% | -20.2% |
| 3M | -46.9% | -7.6% | -39.3% | -42.6% |
| 6M | -24.9% | -6.7% | -18.1% | -19.4% |
| YTD | -46.6% | -2.5% | -44.1% | -45.1% |
| 1Y | -49.7% | -2.1% | -47.6% | -48.5% |
| 3Y | +40.6% | +68.6% | -28.1% | -19.6% |
| 5Y | +71.9% | +55.8% | +16.1% | +8.1% |
| 10Y | +1,180.9% | +383.3% | +797.6% | +266.1% |
| All | +1,180.9% | +391.9% | +789.0% | +266.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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