+2,316.3%
ICE vs AXON
+7,214.5%
-4,898.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.2% | +2.2% | -1.2% |
| 7D | -0.7% | -14.2% | +13.5% | +2.4% |
| 30D | +7.6% | -15.4% | +23.0% | +10.6% |
| 3M | +13.9% | +0.5% | +13.5% | +12.1% |
| 6M | -2.4% | -9.5% | +7.2% | -2.8% |
| YTD | +0.3% | -9.2% | +9.5% | -1.1% |
| 1Y | -6.4% | -29.4% | +23.0% | -3.3% |
| 3Y | +43.1% | +139.4% | -96.3% | +7.7% |
| 5Y | +42.1% | +178.9% | -136.8% | -1.0% |
| 10Y | +220.9% | +1,840.8% | -1,619.9% | +20.4% |
| All | +2,316.3% | +7,214.5% | -4,898.2% | +320.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling