+20.6%
ICE vs AXON
-40.7%
+61.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.8% | +0.5% | +2.2% |
| 7D | +12.2% | +0.2% | +11.9% | +12.1% |
| 30D | +15.0% | +3.0% | +12.0% | +14.6% |
| 3M | +17.6% | -30.1% | +47.8% | +20.7% |
| 6M | +12.6% | +7.7% | +4.9% | +10.7% |
| YTD | +9.1% | -25.3% | +34.4% | +10.5% |
| 1Y | +20.6% | -39.9% | +60.5% | +23.7% |
| All | +20.6% | -40.7% | +61.3% | +23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling