+249.5%
AXON vs IOT
+61.4%
+188.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +3.7% | -7.9% | -5.3% |
| 7D | -14.2% | -2.3% | -11.8% | -13.6% |
| 30D | -15.4% | +3.8% | -19.2% | -16.2% |
| 3M | +0.5% | +14.2% | -13.7% | -3.6% |
| 6M | -9.5% | +40.1% | -49.6% | -18.6% |
| YTD | -9.2% | +13.4% | -22.6% | -13.8% |
| 1Y | -29.4% | +12.2% | -41.5% | -33.4% |
| 3Y | +139.4% | +30.0% | +109.4% | +109.2% |
| All | +249.5% | +61.4% | +188.1% | +157.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling