+990.2%
IBKR vs AXON
+1,815.8%
-825.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | -1.3% | -7.0% | +5.7% | +0.1% |
| 30D | -0.2% | -20.1% | +19.9% | +4.2% |
| 3M | +3.0% | +7.4% | -4.5% | +0.2% |
| 6M | +33.9% | -7.4% | +41.2% | +33.2% |
| YTD | +42.5% | -15.6% | +58.1% | +43.5% |
| 1Y | +44.9% | -36.2% | +81.0% | +53.6% |
| 3Y | +293.0% | +124.8% | +168.2% | +219.1% |
| 5Y | +497.7% | +166.6% | +331.1% | +352.3% |
| All | +990.2% | +1,815.8% | -825.6% | +485.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 AXON 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