+70.5%
ICE vs AXON
+44.5%
+26.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | +0.2% |
| 7D | +3.6% | +0.8% | +2.8% | +3.5% |
| 30D | +15.1% | -22.8% | +37.9% | +17.2% |
| 3M | +15.4% | -48.8% | +64.1% | +21.1% |
| 6M | +16.1% | -16.3% | +32.4% | +16.6% |
| YTD | +11.4% | -44.5% | +55.8% | +14.8% |
| 1Y | +18.5% | -43.4% | +61.9% | +21.9% |
| 3Y | +70.5% | +44.3% | +26.3% | +38.8% |
| All | +70.5% | +44.5% | +26.0% | +38.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling