+67,943.5%
AXON vs IWF
+957.2%
+66,986.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +1.3% | -19.4% | -19.6% |
| 7D | -26.8% | -5.0% | -21.8% | -22.6% |
| 30D | -22.9% | -13.2% | -9.7% | -10.1% |
| 3M | -40.1% | -9.4% | -30.7% | -33.4% |
| 6M | -18.9% | -8.6% | -10.3% | -10.6% |
| YTD | -44.9% | -5.3% | -39.6% | -41.3% |
| 1Y | -46.7% | -5.0% | -41.7% | -43.5% |
| 3Y | +44.3% | +64.6% | -20.3% | -18.5% |
| 5Y | +71.4% | +50.8% | +20.6% | +7.2% |
| 10Y | +1,324.0% | +385.7% | +938.3% | +131.8% |
| All | +67,943.5% | +957.2% | +66,986.2% | +4,496.8% |
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