-6.4%
ICE vs AXON
-28.9%
+22.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.2% | +2.2% | -1.7% |
| 7D | -0.7% | -14.2% | +13.5% | +0.4% |
| 30D | +7.6% | -15.4% | +23.0% | +8.7% |
| 3M | +13.9% | +0.5% | +13.5% | +13.2% |
| 6M | -2.4% | -9.5% | +7.2% | -2.3% |
| YTD | +0.3% | -9.2% | +9.5% | -0.6% |
| 1Y | -6.4% | -29.4% | +23.0% | -7.4% |
| All | -6.4% | -28.9% | +22.5% | -7.4% |
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