+113.8%
AXON vs IOT
+66.1%
+47.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.7% |
| 7D | +0.8% | +0.9% | -0.2% | +0.5% |
| 30D | -22.8% | +1.4% | -24.1% | -23.0% |
| 3M | -48.8% | +0.5% | -49.3% | -49.0% |
| 6M | -16.3% | +50.3% | -66.6% | -26.0% |
| YTD | -44.5% | +16.7% | -61.1% | -47.8% |
| 1Y | -43.4% | +6.8% | -50.2% | -45.8% |
| 3Y | +44.3% | +75.5% | -31.2% | +16.8% |
| All | +113.8% | +66.1% | +47.7% | +55.6% |
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