+1,066.5%
AXON vs IR
+342.0%
+724.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.7% | -7.8% | -5.0% |
| 7D | -28.7% | +5.0% | -33.8% | -30.2% |
| 30D | -28.3% | +10.3% | -38.6% | -31.3% |
| 3M | -46.9% | -0.1% | -46.8% | -47.2% |
| 6M | -24.9% | +14.8% | -39.6% | -29.4% |
| YTD | -46.6% | +9.7% | -56.4% | -49.8% |
| 1Y | -49.7% | +12.2% | -61.9% | -53.2% |
| 3Y | +40.6% | +30.0% | +10.6% | +18.8% |
| 5Y | +71.9% | +46.8% | +25.1% | +35.5% |
| All | +1,066.5% | +342.0% | +724.5% | +524.6% |
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