+73.0%
IWM vs AXON
+44.5%
+28.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.3% | -3.4% | +0.4% |
| 7D | -0.3% | -25.6% | +25.3% | +2.9% |
| 30D | +1.9% | -23.9% | +25.8% | +4.8% |
| 3M | -5.7% | -50.4% | +44.7% | +1.6% |
| 6M | -0.3% | -20.0% | +19.7% | +0.6% |
| YTD | +15.8% | -44.5% | +60.2% | +21.6% |
| 1Y | +17.1% | -44.9% | +62.0% | +23.0% |
| All | +73.0% | +44.5% | +28.5% | +34.5% |
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