+44.3%
AXON vs IR
+25.2%
+19.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.0% | +2.8% |
| 7D | +0.8% | +2.5% | -1.7% | 0.0% |
| 30D | -22.8% | +9.2% | -31.9% | -24.9% |
| 3M | -48.8% | +0.9% | -49.7% | -49.0% |
| 6M | -16.3% | +19.2% | -35.5% | -20.5% |
| YTD | -44.5% | +7.5% | -51.9% | -46.8% |
| 1Y | -43.4% | +11.7% | -55.1% | -46.5% |
| 3Y | +44.3% | +23.9% | +20.3% | +17.4% |
| All | +44.3% | +25.2% | +19.1% | +17.4% |
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