-46.7%
AXON vs IP
-0.2%
-46.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +0.8% | -19.0% | -18.4% |
| 7D | -26.8% | -5.1% | -21.8% | -25.6% |
| 30D | -22.9% | +8.5% | -31.4% | -24.7% |
| 3M | -40.1% | -13.8% | -26.3% | -37.3% |
| 6M | -18.9% | +5.7% | -24.6% | -18.4% |
| YTD | -44.9% | -9.1% | -35.8% | -43.9% |
| 1Y | -46.7% | -0.8% | -45.9% | -47.3% |
| All | -46.7% | -0.2% | -46.5% | -47.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling