+1,786.0%
AXON vs IJR
+170.6%
+1,615.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -1.5% |
| 7D | -11.0% | -2.3% | -8.7% | -9.2% |
| 30D | -24.7% | -4.7% | -20.0% | -21.5% |
| 3M | +7.0% | +2.1% | +4.8% | +5.5% |
| 6M | -9.6% | +13.9% | -23.5% | -18.9% |
| YTD | -15.7% | +18.2% | -33.9% | -26.8% |
| 1Y | -35.9% | +21.8% | -57.8% | -45.9% |
| 3Y | +123.0% | +52.2% | +70.8% | +51.1% |
| 5Y | +166.3% | +40.1% | +126.2% | +94.8% |
| All | +1,786.0% | +170.6% | +1,615.3% | +613.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling