+484.9%
IBKR vs AXON
+161.3%
+323.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.4% |
| 7D | -3.8% | -11.0% | +7.2% | -1.2% |
| 30D | -0.3% | -24.7% | +24.4% | +6.3% |
| 3M | +4.8% | +7.0% | -2.2% | +1.5% |
| 6M | +30.8% | -9.6% | +40.4% | +30.8% |
| YTD | +39.5% | -15.7% | +55.1% | +40.6% |
| 1Y | +43.7% | -35.9% | +79.6% | +54.3% |
| 3Y | +284.7% | +123.0% | +161.6% | +193.2% |
| 5Y | +484.9% | +166.3% | +318.6% | +291.5% |
| All | +484.9% | +161.3% | +323.6% | +291.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling