+45.0%
ICE vs AXON
+179.8%
-134.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.2% | +2.2% | -1.5% |
| 7D | -0.7% | -14.2% | +13.5% | +1.1% |
| 30D | +7.6% | -15.4% | +23.0% | +9.3% |
| 3M | +13.9% | +0.5% | +13.5% | +12.9% |
| 6M | -2.4% | -9.5% | +7.2% | -2.4% |
| YTD | +0.3% | -9.2% | +9.5% | -0.3% |
| 1Y | -6.4% | -29.4% | +23.0% | -4.3% |
| 3Y | +43.1% | +139.4% | -96.3% | +15.2% |
| All | +45.0% | +179.8% | -134.9% | +4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling