+1,222.3%
AXON vs IRM
+457.8%
+764.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +1.0% | -19.1% | -18.5% |
| 7D | -26.8% | -8.6% | -18.2% | -24.4% |
| 30D | -22.9% | -8.0% | -14.9% | -20.6% |
| 3M | -40.1% | -12.0% | -28.1% | -37.5% |
| 6M | -18.9% | -18.2% | -0.7% | -13.7% |
| YTD | -44.9% | +31.4% | -76.2% | -51.5% |
| 1Y | -46.7% | +9.2% | -55.9% | -49.7% |
| 3Y | +44.3% | +94.6% | -50.2% | +8.6% |
| 5Y | +71.4% | +170.2% | -98.8% | +13.7% |
| All | +1,222.3% | +457.8% | +764.6% | +634.4% |
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