+1,846.0%
AXON vs IWF
+412.6%
+1,433.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.6% |
| 7D | -3.3% | +0.5% | -3.9% | -3.8% |
| 30D | -17.8% | -1.4% | -16.5% | -16.5% |
| 3M | +8.3% | +0.4% | +7.8% | +7.9% |
| 6M | -12.4% | +8.5% | -20.8% | -19.1% |
| YTD | -13.7% | +3.7% | -17.4% | -16.3% |
| 1Y | -33.1% | +8.5% | -41.5% | -37.9% |
| 3Y | +128.2% | +78.5% | +49.7% | +23.8% |
| 5Y | +170.5% | +73.6% | +96.8% | +52.5% |
| 10Y | +1,846.0% | +421.3% | +1,424.7% | +294.9% |
| All | +1,846.0% | +412.6% | +1,433.4% | +294.9% |
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