+1,852.6%
AXON vs IP
+23.2%
+1,829.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.2% | -6.4% | -4.9% |
| 7D | -14.2% | -5.3% | -8.9% | -12.5% |
| 30D | -15.4% | -10.9% | -4.5% | -11.8% |
| 3M | +0.5% | +11.2% | -10.7% | -3.1% |
| 6M | -9.5% | -10.2% | +0.7% | -7.0% |
| YTD | -9.2% | -2.0% | -7.2% | -10.0% |
| 1Y | -29.4% | -19.1% | -10.3% | -25.8% |
| 3Y | +139.4% | +20.9% | +118.6% | +105.0% |
| 5Y | +178.9% | -17.8% | +196.7% | +175.7% |
| All | +1,852.6% | +23.2% | +1,829.4% | +1,188.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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