+1,060.5%
AXON vs IRM
+514.0%
+546.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.8% | +3.7% |
| 7D | -25.6% | -5.3% | -20.4% | -24.2% |
| 30D | -23.9% | -2.3% | -21.6% | -23.3% |
| 3M | -50.4% | -7.4% | -43.0% | -49.2% |
| 6M | -20.0% | -12.2% | -7.8% | -16.9% |
| YTD | -44.5% | +38.6% | -83.1% | -52.2% |
| 1Y | -44.9% | +14.9% | -59.8% | -49.1% |
| 3Y | +44.7% | +108.2% | -63.4% | +5.4% |
| 5Y | +86.7% | +183.8% | -97.1% | +20.1% |
| 10Y | +1,060.5% | +512.6% | +547.9% | +458.1% |
| All | +1,060.5% | +514.0% | +546.5% | +458.1% |
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