+315.1%
IVV vs AXON
+1,827.7%
-1,512.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.8% | +0.2% |
| 7D | +0.1% | -14.2% | +14.3% | +2.3% |
| 30D | +0.1% | -15.4% | +15.5% | +2.1% |
| 3M | +2.0% | +0.5% | +1.5% | +0.8% |
| 6M | +13.0% | -9.5% | +22.5% | +12.8% |
| YTD | +13.6% | -9.2% | +22.8% | +12.5% |
| 1Y | +20.1% | -29.4% | +49.5% | +23.4% |
| 3Y | +77.6% | +139.4% | -61.8% | +43.2% |
| 5Y | +82.5% | +178.9% | -96.4% | +38.0% |
| All | +315.1% | +1,827.7% | -1,512.6% | +138.8% |
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 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