+67,943.5%
AXON vs IRM
+2,336.9%
+65,606.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +1.0% | -19.1% | -18.6% |
| 7D | -26.8% | -8.6% | -18.2% | -23.9% |
| 30D | -22.9% | -8.0% | -14.9% | -20.1% |
| 3M | -40.1% | -12.0% | -28.1% | -36.9% |
| 6M | -18.9% | -18.2% | -0.7% | -12.5% |
| YTD | -44.9% | +31.4% | -76.2% | -52.7% |
| 1Y | -46.7% | +9.2% | -55.9% | -50.3% |
| 3Y | +44.3% | +94.6% | -50.2% | +1.2% |
| 5Y | +71.4% | +170.2% | -98.8% | +1.2% |
| 10Y | +1,324.0% | +464.3% | +859.7% | +442.8% |
| All | +67,943.5% | +2,336.9% | +65,606.5% | +12,447.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling