+1,113.7%
AXON vs IR
+332.9%
+780.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.0% | +2.8% |
| 7D | +0.8% | +2.5% | -1.7% | -0.3% |
| 30D | -22.8% | +9.2% | -31.9% | -25.7% |
| 3M | -48.8% | +0.9% | -49.7% | -49.2% |
| 6M | -16.3% | +19.2% | -35.5% | -22.6% |
| YTD | -44.5% | +7.5% | -51.9% | -47.4% |
| 1Y | -43.4% | +11.7% | -55.1% | -47.3% |
| 3Y | +44.3% | +23.9% | +20.3% | +24.4% |
| 5Y | +85.1% | +46.4% | +38.7% | +46.1% |
| All | +1,113.7% | +332.9% | +780.8% | +555.0% |
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