+232.1%
AXON vs IOT
+55.2%
+176.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.7% | +0.7% | -2.0% |
| 7D | -3.3% | +5.1% | -8.4% | -4.8% |
| 30D | -17.8% | -3.0% | -14.8% | -17.1% |
| 3M | +8.3% | +15.0% | -6.7% | +3.7% |
| 6M | -12.4% | +13.1% | -25.5% | -16.0% |
| YTD | -13.7% | +9.0% | -22.7% | -17.2% |
| 1Y | -33.1% | +0.1% | -33.2% | -34.5% |
| 3Y | +128.2% | +26.4% | +101.8% | +101.2% |
| All | +232.1% | +55.2% | +176.9% | +147.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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