+43.9%
IGV vs AXON
+140.4%
-96.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.2% | +2.0% | -1.1% |
| 7D | -4.5% | -14.2% | +9.7% | -0.7% |
| 30D | +3.2% | -15.4% | +18.6% | +7.0% |
| 3M | +4.5% | +0.5% | +4.0% | +3.0% |
| 6M | +22.1% | -9.5% | +31.6% | +22.3% |
| YTD | -1.0% | -9.2% | +8.2% | -1.9% |
| 1Y | -2.1% | -29.4% | +27.3% | +2.4% |
| All | +43.9% | +140.4% | -96.5% | +4.3% |
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