+1,410.3%
IBKR vs AXON
+5,030.9%
-3,620.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.1% |
| 7D | +1.3% | -3.3% | +4.7% | +2.0% |
| 30D | -0.3% | -17.8% | +17.5% | +3.5% |
| 3M | +4.7% | +8.3% | -3.6% | +1.6% |
| 6M | +34.0% | -12.4% | +46.4% | +34.8% |
| YTD | +40.8% | -13.7% | +54.5% | +41.1% |
| 1Y | +45.7% | -33.1% | +78.8% | +53.4% |
| 3Y | +288.4% | +128.2% | +160.1% | +208.3% |
| 5Y | +487.2% | +170.5% | +316.7% | +335.1% |
| 10Y | +991.2% | +1,846.0% | -854.8% | +383.1% |
| All | +1,410.3% | +5,030.9% | -3,620.6% | +313.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling