+155.4%
IWM vs AXON
+1,048.6%
-893.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +0.3% | -27.4% | +27.7% | +6.2% |
| 30D | +0.6% | -28.5% | +29.0% | +6.7% |
| 3M | -6.2% | -49.3% | +43.0% | +5.8% |
| 6M | -0.8% | -25.0% | +24.3% | +2.0% |
| YTD | +14.8% | -46.7% | +61.5% | +24.6% |
| 1Y | +16.1% | -48.3% | +64.4% | +26.9% |
| 3Y | +71.5% | +38.8% | +32.7% | +41.7% |
| 5Y | +25.8% | +77.7% | -52.0% | -6.2% |
| 10Y | +155.4% | +1,028.0% | -872.6% | +32.0% |
| All | +155.4% | +1,048.6% | -893.2% | +32.0% |
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