+135.4%
AXON vs IOT
+30.1%
+105.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -1.9% |
| 7D | -2.5% | +2.8% | -5.3% | -3.4% |
| 30D | -11.5% | -1.8% | -9.7% | -11.1% |
| 3M | +7.3% | +17.9% | -10.6% | +1.4% |
| 6M | -11.9% | +13.5% | -25.5% | -16.5% |
| YTD | -11.0% | +13.3% | -24.3% | -16.5% |
| 1Y | -31.8% | -3.3% | -28.4% | -33.7% |
| 3Y | +135.4% | +31.3% | +104.1% | +120.6% |
| All | +135.4% | +30.1% | +105.3% | +120.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling