-55.7%
AXON vs IRE
-97.2%
+41.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +39.6% | -57.8% | -19.0% |
| 7D | -26.8% | -27.2% | +0.3% | -26.2% |
| 30D | -22.9% | -75.1% | +52.2% | -19.9% |
| 3M | -40.1% | -77.9% | +37.8% | -37.8% |
| 6M | -18.9% | -94.6% | +75.7% | -14.0% |
| YTD | -44.9% | -91.5% | +46.7% | -44.5% |
| 1Y | -46.7% | -97.8% | +51.1% | -45.8% |
| All | -55.7% | -97.2% | +41.5% | -55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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