+1,372.0%
AXON vs IR
+316.5%
+1,055.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -2.8% | -7.0% | -8.7% |
| 7D | -12.7% | +2.3% | -15.0% | -13.4% |
| 30D | -8.6% | +3.3% | -11.9% | -9.9% |
| 3M | -37.2% | -9.0% | -28.2% | -35.0% |
| 6M | +0.5% | +8.0% | -7.5% | -3.1% |
| YTD | -32.6% | +3.4% | -36.0% | -35.0% |
| 1Y | -40.2% | +4.5% | -44.7% | -42.6% |
| 3Y | +76.1% | +25.6% | +50.5% | +51.0% |
| 5Y | +109.5% | +43.8% | +65.7% | +67.0% |
| All | +1,372.0% | +316.5% | +1,055.5% | +708.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling