+40.9%
ICE vs AXON
+83.1%
-42.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | +0.1% |
| 7D | +3.6% | +0.8% | +2.8% | +3.5% |
| 30D | +15.1% | -22.8% | +37.9% | +18.1% |
| 3M | +15.4% | -48.8% | +64.1% | +23.9% |
| 6M | +16.1% | -16.3% | +32.4% | +16.5% |
| YTD | +11.4% | -44.5% | +55.8% | +16.6% |
| 1Y | +18.5% | -43.4% | +61.9% | +23.7% |
| 3Y | +70.5% | +44.3% | +26.3% | +45.0% |
| All | +40.9% | +83.1% | -42.2% | +3.8% |
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 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