+69.6%
IWM vs AXON
+44.5%
+25.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -0.6% |
| 7D | +1.4% | +0.8% | +0.6% | +1.3% |
| 30D | +2.3% | -22.8% | +25.0% | +5.0% |
| 3M | -8.3% | -48.8% | +40.4% | -1.5% |
| 6M | -1.3% | -16.3% | +15.0% | -1.0% |
| YTD | +13.5% | -44.5% | +58.0% | +19.2% |
| 1Y | +18.4% | -43.4% | +61.8% | +23.9% |
| 3Y | +69.6% | +44.3% | +25.4% | +31.8% |
| All | +69.6% | +44.5% | +25.1% | +31.8% |
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 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