+44.3%
AXON vs IRM
+112.1%
-67.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.4% | +3.0% |
| 7D | +0.8% | +6.8% | -6.0% | -1.6% |
| 30D | -22.8% | +2.6% | -25.4% | -23.4% |
| 3M | -48.8% | -9.5% | -39.3% | -47.2% |
| 6M | -16.3% | -8.5% | -7.8% | -14.4% |
| YTD | -44.5% | +40.3% | -84.7% | -53.7% |
| 1Y | -43.4% | +28.7% | -72.1% | -51.0% |
| 3Y | +44.3% | +111.8% | -67.6% | +0.4% |
| All | +44.3% | +112.1% | -67.8% | +0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling