-55.4%
AXON vs IRE
-98.1%
+42.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -14.4% | +17.1% | +3.0% |
| 7D | +0.8% | -31.8% | +32.6% | +1.5% |
| 30D | -22.8% | -71.8% | +49.0% | -20.4% |
| 3M | -48.8% | -88.9% | +40.1% | -45.9% |
| 6M | -16.3% | -95.4% | +79.1% | -11.3% |
| YTD | -44.5% | -94.2% | +49.8% | -43.7% |
| 1Y | -43.4% | -97.1% | +53.7% | -42.6% |
| All | -55.4% | -98.1% | +42.7% | -54.7% |
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