+35.5%
ICE vs AXON
+71.5%
-36.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -18.2% | +17.2% | +1.1% |
| 7D | +2.0% | -26.8% | +28.9% | +5.5% |
| 30D | +12.9% | -22.9% | +35.8% | +15.9% |
| 3M | +15.4% | -40.1% | +55.5% | +21.6% |
| 6M | +13.1% | -18.9% | +32.0% | +13.8% |
| YTD | +7.5% | -44.9% | +52.3% | +12.7% |
| 1Y | +18.3% | -46.7% | +65.0% | +24.5% |
| 3Y | +65.9% | +44.3% | +21.6% | +40.9% |
| All | +35.5% | +71.5% | -36.0% | +1.7% |
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