-36.2%
AXON vs IJH
+14.0%
-50.2%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.3% | -1.3% |
| 7D | -11.0% | -2.5% | -8.5% | -8.6% |
| 30D | -24.7% | -5.0% | -19.7% | -20.6% |
| 3M | +7.0% | +0.5% | +6.4% | +7.2% |
| 6M | -9.6% | +8.2% | -17.9% | -16.7% |
| YTD | -15.7% | +12.5% | -28.1% | -25.7% |
| All | -36.2% | +14.0% | -50.2% | -43.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling