+83.4%
AXON vs IJH
+36.4%
+47.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.5% | -1.4% |
| 7D | -19.7% | +3.0% | -22.7% | -22.4% |
| 30D | -25.7% | +0.8% | -26.5% | -26.3% |
| 3M | -48.8% | -5.1% | -43.7% | -45.9% |
| 6M | -22.0% | +1.3% | -23.3% | -22.7% |
| YTD | -45.9% | +12.8% | -58.7% | -52.1% |
| 1Y | -46.1% | +14.1% | -60.2% | -52.8% |
| 3Y | +40.9% | +57.8% | -16.9% | -14.4% |
| All | +83.4% | +36.4% | +47.1% | +27.2% |
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