+1,046.6%
AXON vs IJH
+171.8%
+874.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.8% |
| 7D | +0.8% | +2.3% | -1.5% | -1.6% |
| 30D | -22.8% | +2.1% | -24.8% | -24.3% |
| 3M | -48.8% | -5.7% | -43.1% | -45.6% |
| 6M | -16.3% | +1.4% | -17.7% | -17.2% |
| YTD | -44.5% | +12.6% | -57.1% | -50.6% |
| 1Y | -43.4% | +16.1% | -59.5% | -51.1% |
| 3Y | +44.3% | +57.8% | -13.6% | -9.5% |
| 5Y | +85.1% | +36.8% | +48.3% | +35.4% |
| All | +1,046.6% | +171.8% | +874.8% | +384.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 10y: compounded portfolio wealth divided by compounded IJH 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…
10y analysis · Full analysis span regression · 6 months rolling