+64.2%
IWM vs AXON
+42.7%
+21.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -18.2% | +19.2% | +3.1% |
| 7D | -2.0% | -26.8% | +24.8% | +1.3% |
| 30D | -1.5% | -22.9% | +21.5% | +1.3% |
| 3M | -8.0% | -40.1% | +32.1% | -3.1% |
| 6M | -4.1% | -18.9% | +14.8% | -3.5% |
| YTD | +11.9% | -44.9% | +56.8% | +17.6% |
| 1Y | +15.0% | -46.7% | +61.7% | +21.4% |
| 3Y | +64.2% | +44.3% | +19.9% | +39.8% |
| All | +64.2% | +42.7% | +21.5% | +39.8% |
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