+306.5%
IVV vs AXON
+1,304.2%
-997.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -18.2% | +18.5% | +3.0% |
| 7D | -2.7% | -26.8% | +24.1% | +1.6% |
| 30D | -5.4% | -22.9% | +17.5% | -2.1% |
| 3M | -4.1% | -40.1% | +36.0% | +2.6% |
| 6M | +0.7% | -18.9% | +19.6% | +1.6% |
| YTD | +8.7% | -44.9% | +53.6% | +15.4% |
| 1Y | +11.0% | -46.7% | +57.7% | +18.3% |
| 3Y | +75.4% | +44.3% | +31.1% | +51.5% |
| 5Y | +68.3% | +71.4% | -3.0% | +35.9% |
| All | +306.5% | +1,304.2% | -997.7% | +150.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling