-44.9%
AXON vs IOT
+7.0%
-51.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.9% | +2.4% | +3.4% |
| 7D | -25.6% | -1.3% | -24.3% | -25.1% |
| 30D | -23.9% | +1.5% | -25.4% | -24.4% |
| 3M | -50.4% | +4.8% | -55.2% | -51.8% |
| 6M | -20.0% | +45.3% | -65.3% | -34.0% |
| YTD | -44.5% | +19.2% | -63.6% | -53.0% |
| 1Y | -44.9% | +6.1% | -50.9% | -52.2% |
| All | -44.9% | +7.0% | -51.9% | -52.2% |
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