-33.1%
AXON vs IOT
-3.4%
-29.7%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.7% | +0.7% | -1.3% |
| 7D | -3.3% | +5.1% | -8.4% | -5.7% |
| 30D | -17.8% | -3.0% | -14.8% | -16.7% |
| 3M | +8.3% | +15.0% | -6.7% | +0.4% |
| 6M | -12.4% | +13.1% | -25.5% | -19.4% |
| YTD | -13.7% | +9.0% | -22.7% | -22.2% |
| 1Y | -33.1% | +0.1% | -33.2% | -38.7% |
| All | -33.1% | -3.4% | -29.7% | -38.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling