+170.5%
AXON vs IJH
+47.6%
+122.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -2.0% | -2.0% |
| 7D | -3.3% | -0.7% | -2.6% | -2.6% |
| 30D | -17.8% | -3.8% | -14.0% | -14.4% |
| 3M | +8.3% | 0.0% | +8.3% | +8.6% |
| 6M | -12.4% | +8.8% | -21.1% | -19.4% |
| YTD | -13.7% | +13.5% | -27.2% | -24.1% |
| 1Y | -33.1% | +15.4% | -48.5% | -42.0% |
| 3Y | +128.2% | +50.9% | +77.3% | +46.9% |
| 5Y | +170.5% | +47.8% | +122.7% | +80.4% |
| All | +170.5% | +47.6% | +122.9% | +80.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling