+66,663.0%
AXON vs IJH
+920.4%
+65,742.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.5% | -1.3% |
| 7D | -19.7% | +3.0% | -22.7% | -22.6% |
| 30D | -25.7% | +0.8% | -26.5% | -26.3% |
| 3M | -48.8% | -5.1% | -43.7% | -45.7% |
| 6M | -22.0% | +1.3% | -23.3% | -22.9% |
| YTD | -45.9% | +12.8% | -58.7% | -52.6% |
| 1Y | -46.1% | +14.1% | -60.2% | -53.3% |
| 3Y | +40.9% | +57.8% | -16.9% | -16.2% |
| 5Y | +80.2% | +36.9% | +43.3% | +26.7% |
| 10Y | +1,029.9% | +174.1% | +855.8% | +252.7% |
| All | +66,663.0% | +920.4% | +65,742.6% | +5,904.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling