-39.9%
AXON vs IRM
+19.5%
-59.4%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.6% |
| 7D | +0.2% | +2.6% | -2.3% | -0.2% |
| 30D | +3.0% | +5.6% | -2.6% | +2.1% |
| 3M | -30.1% | -4.7% | -25.4% | -29.8% |
| 6M | +7.7% | -6.1% | +13.8% | +7.8% |
| YTD | -25.3% | +46.3% | -71.6% | -40.4% |
| 1Y | -39.9% | +18.7% | -58.6% | -47.5% |
| All | -39.9% | +19.5% | -59.4% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 1y: compounded portfolio wealth divided by compounded IRM 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…
1y analysis · Full analysis span regression · 6 months rolling