-29.4%
AXON vs IJR
+25.5%
-54.9%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.4% | -4.6% | -4.5% |
| 7D | -14.2% | -0.2% | -14.0% | -14.0% |
| 30D | -15.4% | -2.4% | -13.0% | -13.5% |
| 3M | +0.5% | +3.9% | -3.5% | -1.6% |
| 6M | -9.5% | +12.4% | -21.9% | -16.7% |
| YTD | -9.2% | +21.5% | -30.7% | -20.8% |
| 1Y | -29.4% | +24.0% | -53.4% | -38.5% |
| All | -29.4% | +25.5% | -54.9% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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