+12.4%
IYR vs AXON
-40.7%
+53.2%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.8% | +1.3% | +3.1% |
| 7D | +6.9% | +0.2% | +6.7% | +6.9% |
| 30D | +10.2% | +3.0% | +7.2% | +10.1% |
| 3M | -0.3% | -30.1% | +29.8% | +0.3% |
| 6M | +3.6% | +7.7% | -4.1% | +3.2% |
| YTD | +12.5% | -25.3% | +37.8% | +13.9% |
| 1Y | +12.4% | -39.9% | +52.4% | +16.3% |
| All | +12.4% | -40.7% | +53.2% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 AXON 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