+16.1%
IWM vs AXON
-50.5%
+66.7%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.3% | +5.9% | +2.8% |
| 7D | +0.3% | -27.4% | +27.7% | +2.9% |
| 30D | +0.6% | -28.5% | +29.0% | +3.3% |
| 3M | -6.2% | -49.3% | +43.0% | -1.1% |
| 6M | -0.8% | -25.0% | +24.3% | +0.8% |
| YTD | +14.8% | -46.7% | +61.5% | +20.2% |
| 1Y | +16.1% | -48.3% | +64.4% | +25.6% |
| All | +16.1% | -50.5% | +66.7% | +25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling