+74.8%
IVV vs AXON
+74.4%
+0.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -9.8% | +5.4% | -3.4% |
| 7D | -4.8% | -12.7% | +7.9% | -3.5% |
| 30D | -5.9% | -8.6% | +2.7% | -5.1% |
| 3M | -4.5% | -37.2% | +32.7% | -0.6% |
| 6M | +1.8% | +0.5% | +1.3% | +0.5% |
| YTD | +8.4% | -32.6% | +41.0% | +11.0% |
| 1Y | +9.4% | -40.2% | +49.6% | +13.5% |
| All | +74.8% | +74.4% | +0.5% | +55.5% |
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