+1,829.9%
AXON vs IJR
+173.0%
+1,656.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -2.0% | -2.1% |
| 7D | -3.3% | -1.1% | -2.2% | -2.4% |
| 30D | -17.8% | -3.6% | -14.2% | -15.1% |
| 3M | +8.3% | +2.3% | +6.0% | +6.6% |
| 6M | -12.4% | +14.3% | -26.7% | -21.6% |
| YTD | -13.7% | +19.3% | -33.0% | -25.7% |
| 1Y | -33.1% | +22.6% | -55.7% | -43.8% |
| 3Y | +128.2% | +53.5% | +74.7% | +53.5% |
| 5Y | +170.5% | +39.9% | +130.6% | +98.1% |
| All | +1,829.9% | +173.0% | +1,656.9% | +624.5% |
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 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