+76.4%
AXON vs IR
+25.6%
+50.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -2.8% | -7.0% | -9.0% |
| 7D | -12.7% | +2.3% | -15.0% | -13.2% |
| 30D | -8.6% | +3.3% | -11.9% | -9.5% |
| 3M | -37.2% | -9.0% | -28.2% | -35.6% |
| 6M | +0.5% | +8.0% | -7.5% | -1.8% |
| YTD | -32.6% | +3.4% | -36.0% | -34.6% |
| 1Y | -40.2% | +4.5% | -44.7% | -42.1% |
| All | +76.4% | +25.6% | +50.8% | +58.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling