+669.9%
IWM vs AXON
+75,157.7%
-74,487.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -9.8% | +5.2% | -3.1% |
| 7D | -4.6% | -12.7% | +8.1% | -2.6% |
| 30D | -3.7% | -8.6% | +4.9% | -2.4% |
| 3M | -9.4% | -37.2% | +27.9% | -3.3% |
| 6M | -3.6% | +0.5% | -4.1% | -5.4% |
| YTD | +10.8% | -32.6% | +43.5% | +14.6% |
| 1Y | +11.9% | -40.2% | +52.1% | +17.8% |
| 3Y | +60.6% | +76.1% | -15.5% | +37.9% |
| 5Y | +19.2% | +109.5% | -90.3% | -2.6% |
| 10Y | +165.3% | +1,640.5% | -1,475.2% | +50.2% |
| All | +669.9% | +75,157.7% | -74,487.9% | +178.1% |
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