+1,155.2%
AXON vs INVH
+72.9%
+1,082.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +2.0% | +2.4% |
| 7D | +0.8% | -0.9% | +1.7% | +1.2% |
| 30D | -22.8% | +1.2% | -23.9% | -23.1% |
| 3M | -48.8% | -10.4% | -38.4% | -46.0% |
| 6M | -16.3% | -3.6% | -12.7% | -14.8% |
| YTD | -44.5% | -0.1% | -44.4% | -44.6% |
| 1Y | -43.4% | -0.7% | -42.7% | -43.5% |
| 3Y | +44.3% | -4.6% | +48.8% | +43.0% |
| 5Y | +85.1% | -21.7% | +106.8% | +100.5% |
| All | +1,155.2% | +72.9% | +1,082.3% | +751.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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