+1,884.1%
AXON vs IR
+288.5%
+1,595.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.3% | -5.5% | -4.7% |
| 7D | -14.2% | -2.8% | -11.3% | -13.1% |
| 30D | -15.4% | -15.1% | -0.3% | -9.6% |
| 3M | +0.5% | +6.1% | -5.6% | -2.1% |
| 6M | -9.5% | -16.8% | +7.3% | -3.5% |
| YTD | -9.2% | -3.5% | -5.7% | -9.7% |
| 1Y | -29.4% | -3.5% | -25.9% | -29.9% |
| 3Y | +139.4% | +9.5% | +129.9% | +117.8% |
| 5Y | +178.9% | +45.1% | +133.8% | +122.4% |
| All | +1,884.1% | +288.5% | +1,595.6% | +1,024.0% |
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 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