+66,663.0%
AXON vs IRM
+2,521.3%
+64,141.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.5% | -3.5% |
| 7D | -19.7% | +8.6% | -28.3% | -22.8% |
| 30D | -25.7% | 0.0% | -25.7% | -25.8% |
| 3M | -48.8% | -7.1% | -41.6% | -47.4% |
| 6M | -22.0% | -7.9% | -14.1% | -20.0% |
| YTD | -45.9% | +41.3% | -87.2% | -55.1% |
| 1Y | -46.1% | +20.7% | -66.8% | -52.0% |
| 3Y | +40.9% | +112.2% | -71.2% | -5.1% |
| 5Y | +80.2% | +191.2% | -111.0% | +2.8% |
| 10Y | +1,029.9% | +524.3% | +505.6% | +312.4% |
| All | +66,663.0% | +2,521.3% | +64,141.7% | +11,805.8% |
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