-8.1%
ICE vs AXON
-31.4%
+23.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -2.0% |
| 7D | -1.2% | -2.5% | +1.3% | -0.9% |
| 30D | +5.0% | -11.5% | +16.4% | +5.8% |
| 3M | +13.9% | +7.3% | +6.6% | +12.6% |
| 6M | -4.4% | -11.9% | +7.5% | -4.2% |
| YTD | -1.9% | -11.0% | +9.1% | -2.6% |
| 1Y | -8.1% | -31.8% | +23.6% | -9.0% |
| All | -8.1% | -31.4% | +23.2% | -9.0% |
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 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