+112,002.2%
AXON vs IWF
+1,066.5%
+110,935.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.2% | -4.2% |
| 7D | -14.2% | +0.5% | -14.7% | -14.5% |
| 30D | -15.4% | -0.4% | -15.0% | -14.8% |
| 3M | +0.5% | -2.6% | +3.1% | +3.7% |
| 6M | -9.5% | +9.1% | -18.7% | -17.6% |
| YTD | -9.2% | +4.5% | -13.7% | -12.9% |
| 1Y | -29.4% | +10.1% | -39.5% | -36.0% |
| 3Y | +139.4% | +77.6% | +61.8% | +24.9% |
| 5Y | +178.9% | +73.7% | +105.2% | +49.5% |
| 10Y | +1,840.8% | +411.5% | +1,429.3% | +200.9% |
| All | +112,002.2% | +1,066.5% | +110,935.7% | +6,724.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling