+244.8%
ICE vs AXON
+1,278.1%
-1,033.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.1% | +4.2% | +1.4% |
| 7D | +1.0% | -28.7% | +29.8% | +4.8% |
| 30D | +11.4% | -28.3% | +39.7% | +15.4% |
| 3M | +16.2% | -46.9% | +63.1% | +24.3% |
| 6M | +12.5% | -24.9% | +37.3% | +14.5% |
| YTD | +8.6% | -46.6% | +55.2% | +14.3% |
| 1Y | +18.4% | -49.7% | +68.0% | +25.4% |
| 3Y | +66.4% | +40.6% | +25.9% | +48.9% |
| 5Y | +37.2% | +71.9% | -34.7% | +15.5% |
| 10Y | +244.8% | +1,180.9% | -936.0% | +136.4% |
| All | +244.8% | +1,278.1% | -1,033.3% | +136.4% |
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 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