-33.1%
AXON vs IRM
+29.2%
-62.2%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.3% | -2.9% |
| 7D | -3.3% | +3.0% | -6.4% | -3.8% |
| 30D | -17.8% | -5.2% | -12.6% | -17.4% |
| 3M | +8.3% | -8.0% | +16.3% | +9.1% |
| 6M | -12.4% | +9.2% | -21.5% | -17.5% |
| YTD | -13.7% | +41.0% | -54.7% | -28.4% |
| 1Y | -33.1% | +23.3% | -56.3% | -42.4% |
| All | -33.1% | +29.2% | -62.2% | -42.4% |
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 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