+44.3%
AXON vs IWF
+65.2%
-20.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +1.3% | -19.4% | -19.4% |
| 7D | -26.8% | -5.0% | -21.8% | -23.0% |
| 30D | -22.9% | -13.2% | -9.7% | -11.5% |
| 3M | -40.1% | -9.4% | -30.7% | -34.1% |
| 6M | -18.9% | -8.6% | -10.3% | -11.4% |
| YTD | -44.9% | -5.3% | -39.6% | -41.7% |
| 1Y | -46.7% | -5.0% | -41.7% | -43.8% |
| 3Y | +44.3% | +64.6% | -20.3% | -4.5% |
| All | +44.3% | +65.2% | -20.9% | -4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling