+135.4%
AXON vs IJR
+54.5%
+80.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.2% | -1.5% |
| 7D | -2.5% | +0.9% | -3.4% | -3.1% |
| 30D | -11.5% | -3.1% | -8.3% | -9.4% |
| 3M | +7.3% | +4.4% | +2.9% | +4.7% |
| 6M | -11.9% | +16.1% | -28.1% | -20.1% |
| YTD | -11.0% | +20.6% | -31.6% | -21.3% |
| 1Y | -31.8% | +22.9% | -54.6% | -40.4% |
| 3Y | +135.4% | +55.2% | +80.2% | +75.7% |
| All | +135.4% | +54.5% | +80.9% | +75.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling