+151.9%
IWM vs AXON
+1,109.0%
-957.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.3% | -3.4% | +0.1% |
| 7D | -0.3% | -25.6% | +25.3% | +5.0% |
| 30D | +1.9% | -23.9% | +25.8% | +6.8% |
| 3M | -5.7% | -50.4% | +44.7% | +6.9% |
| 6M | -0.3% | -20.0% | +19.7% | +1.2% |
| YTD | +15.8% | -44.5% | +60.2% | +24.7% |
| 1Y | +17.1% | -44.9% | +62.0% | +26.3% |
| 3Y | +73.1% | +44.7% | +28.3% | +41.8% |
| 5Y | +25.9% | +86.7% | -60.8% | -7.0% |
| 10Y | +151.9% | +1,060.5% | -908.6% | +29.1% |
| All | +151.9% | +1,109.0% | -957.1% | +29.1% |
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