+112,002.2%
AXON vs IRM
+2,552.9%
+109,449.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.6% | -5.8% | -4.9% |
| 7D | -14.2% | -0.5% | -13.7% | -13.9% |
| 30D | -15.4% | -8.1% | -7.3% | -12.1% |
| 3M | +0.5% | -9.7% | +10.1% | +4.3% |
| 6M | -9.5% | +10.0% | -19.5% | -14.9% |
| YTD | -9.2% | +43.0% | -52.2% | -24.7% |
| 1Y | -29.4% | +32.7% | -62.1% | -39.7% |
| 3Y | +139.4% | +102.7% | +36.7% | +65.4% |
| 5Y | +178.9% | +187.6% | -8.7% | +60.2% |
| 10Y | +1,840.8% | +420.1% | +1,420.7% | +676.6% |
| All | +112,002.2% | +2,552.9% | +109,449.3% | +19,860.8% |
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