-45.9%
AXON vs IRE
-98.0%
+52.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -33.9% | +24.1% | -8.6% |
| 7D | -12.7% | -57.1% | +44.5% | -10.6% |
| 30D | -8.6% | -84.4% | +75.8% | -3.8% |
| 3M | -37.2% | -85.0% | +47.7% | -34.1% |
| 6M | +0.5% | -95.2% | +95.8% | +6.3% |
| YTD | -32.6% | -93.9% | +61.3% | -31.5% |
| 1Y | -40.2% | -98.8% | +58.7% | -38.3% |
| All | -45.9% | -98.0% | +52.1% | -44.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling