+1,874.2%
AXON vs IRM
+409.6%
+1,464.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.6% | -5.8% | -4.8% |
| 7D | -14.2% | -0.5% | -13.7% | -14.0% |
| 30D | -15.4% | -8.1% | -7.3% | -12.8% |
| 3M | +0.5% | -9.7% | +10.1% | +3.6% |
| 6M | -9.5% | +10.0% | -19.5% | -14.1% |
| YTD | -9.2% | +43.0% | -52.2% | -22.4% |
| 1Y | -29.4% | +32.7% | -62.1% | -38.1% |
| 3Y | +139.4% | +102.7% | +36.7% | +77.0% |
| 5Y | +178.9% | +187.6% | -8.7% | +79.5% |
| All | +1,874.2% | +409.6% | +1,464.6% | +1,031.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling