+1,787.9%
AXON vs IJH
+184.0%
+1,603.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.7% |
| 7D | -7.0% | -1.9% | -5.2% | -5.3% |
| 30D | -20.1% | -4.6% | -15.4% | -16.1% |
| 3M | +7.4% | -1.2% | +8.6% | +9.1% |
| 6M | -7.4% | +9.4% | -16.8% | -15.3% |
| YTD | -15.6% | +13.3% | -28.9% | -25.5% |
| 1Y | -36.2% | +13.4% | -49.6% | -43.6% |
| 3Y | +124.8% | +50.4% | +74.4% | +47.9% |
| 5Y | +166.6% | +49.0% | +117.6% | +78.6% |
| All | +1,787.9% | +184.0% | +1,603.9% | +539.3% |
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