+129.8%
AXON vs IJH
+50.0%
+79.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -2.0% | -2.1% |
| 7D | -3.3% | -0.7% | -2.6% | -2.6% |
| 30D | -17.8% | -3.8% | -14.0% | -14.7% |
| 3M | +8.3% | 0.0% | +8.3% | +8.6% |
| 6M | -12.4% | +8.8% | -21.1% | -18.6% |
| YTD | -13.7% | +13.5% | -27.2% | -22.9% |
| 1Y | -33.1% | +15.4% | -48.5% | -41.0% |
| All | +129.8% | +50.0% | +79.9% | +61.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling