+249.7%
ICE vs AXON
+1,048.6%
-798.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +3.2% | -27.4% | +30.6% | +6.8% |
| 30D | +12.9% | -28.5% | +41.4% | +17.1% |
| 3M | +17.5% | -49.3% | +66.8% | +26.5% |
| 6M | +14.0% | -25.0% | +39.0% | +16.1% |
| YTD | +10.0% | -46.7% | +56.7% | +15.9% |
| 1Y | +19.5% | -48.3% | +67.8% | +26.3% |
| 3Y | +66.8% | +38.8% | +27.9% | +49.2% |
| 5Y | +40.3% | +77.7% | -37.4% | +17.5% |
| 10Y | +249.7% | +1,028.0% | -778.3% | +134.9% |
| All | +249.7% | +1,048.6% | -798.9% | +134.9% |
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