+109.5%
AXON vs IP
-12.5%
+121.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -4.0% | -5.9% | -8.8% |
| 7D | -12.7% | -5.0% | -7.7% | -11.4% |
| 30D | -8.6% | +6.5% | -15.1% | -10.0% |
| 3M | -37.2% | -18.0% | -19.2% | -33.9% |
| 6M | +0.5% | +10.3% | -9.8% | -1.4% |
| YTD | -32.6% | -9.9% | -22.8% | -31.4% |
| 1Y | -40.2% | -1.1% | -39.1% | -40.5% |
| 3Y | +76.1% | +13.0% | +63.1% | +57.8% |
| 5Y | +109.5% | -12.3% | +121.7% | +97.9% |
| All | +109.5% | -12.5% | +121.9% | +97.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling