+1,064.1%
AXON vs IR
+336.9%
+727.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.3% |
| 7D | -27.4% | +1.5% | -28.9% | -27.9% |
| 30D | -28.5% | +9.0% | -37.5% | -31.1% |
| 3M | -49.3% | -0.9% | -48.4% | -49.3% |
| 6M | -25.0% | +13.4% | -38.4% | -29.3% |
| YTD | -46.7% | +8.5% | -55.2% | -49.7% |
| 1Y | -48.3% | +11.3% | -59.5% | -51.7% |
| 3Y | +38.8% | +26.0% | +12.8% | +18.9% |
| 5Y | +77.7% | +47.9% | +29.8% | +39.7% |
| All | +1,064.1% | +336.9% | +727.2% | +526.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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