-34.5%
AXON vs IJR
+22.4%
-56.8%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +7.6% |
| 6M | -12.4% | +14.3% | -26.7% | -20.0% |
| YTD | -13.7% | +19.3% | -33.0% | -23.6% |
| All | -34.5% | +22.4% | -56.8% | -42.6% |
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