+68,471.7%
AXON vs IJR
+944.5%
+67,527.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | +0.8% | +2.2% | -1.4% | -1.5% |
| 30D | -22.8% | +3.8% | -26.6% | -25.4% |
| 3M | -48.8% | -5.7% | -43.0% | -45.5% |
| 6M | -16.3% | +4.6% | -20.9% | -19.5% |
| YTD | -44.5% | +18.0% | -62.4% | -52.8% |
| 1Y | -43.4% | +21.8% | -65.2% | -53.4% |
| 3Y | +44.3% | +61.1% | -16.8% | -13.8% |
| 5Y | +85.1% | +27.3% | +57.8% | +41.2% |
| 10Y | +1,060.5% | +154.1% | +906.4% | +305.3% |
| All | +68,471.7% | +944.5% | +67,527.2% | +6,933.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling