+1,046.6%
AXON vs IJR
+151.4%
+895.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | +0.8% | +2.2% | -1.4% | -1.2% |
| 30D | -22.8% | +3.8% | -26.6% | -25.0% |
| 3M | -48.8% | -5.7% | -43.0% | -45.9% |
| 6M | -16.3% | +4.6% | -20.9% | -18.9% |
| YTD | -44.5% | +18.0% | -62.4% | -51.5% |
| 1Y | -43.4% | +21.8% | -65.2% | -51.9% |
| 3Y | +44.3% | +61.1% | -16.8% | -6.7% |
| 5Y | +85.1% | +27.3% | +57.8% | +48.1% |
| All | +1,046.6% | +151.4% | +895.2% | +458.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling