+738.8%
IWM vs AXON
+101,343.3%
-100,604.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.2% | +4.5% | +0.9% |
| 7D | +0.1% | -14.2% | +14.2% | +2.4% |
| 30D | -1.3% | -15.4% | +14.1% | +0.8% |
| 3M | +1.6% | +0.5% | +1.1% | +0.4% |
| 6M | +13.6% | -9.5% | +23.1% | +13.2% |
| YTD | +20.8% | -9.2% | +30.0% | +19.5% |
| 1Y | +26.4% | -29.4% | +55.8% | +29.7% |
| 3Y | +60.7% | +139.4% | -78.7% | +31.9% |
| 5Y | +38.2% | +178.9% | -140.7% | +8.1% |
| 10Y | +169.5% | +1,840.8% | -1,671.3% | +49.5% |
| All | +738.8% | +101,343.3% | -100,604.5% | +190.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling