+23.8%
IWM vs AXON
+83.1%
-59.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -0.8% |
| 7D | +1.4% | +0.8% | +0.6% | +1.2% |
| 30D | +2.3% | -22.8% | +25.0% | +6.4% |
| 3M | -8.3% | -48.8% | +40.4% | +2.0% |
| 6M | -1.3% | -16.3% | +15.0% | -1.1% |
| YTD | +13.5% | -44.5% | +58.0% | +21.6% |
| 1Y | +18.4% | -43.4% | +61.8% | +26.3% |
| 3Y | +69.6% | +44.3% | +25.4% | +32.2% |
| All | +23.8% | +83.1% | -59.4% | -19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling