+83.4%
IYR vs AXON
+1,027.4%
-944.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | -0.3% |
| 7D | -0.1% | -19.7% | +19.6% | +2.3% |
| 30D | +5.7% | -25.7% | +31.4% | +9.1% |
| 3M | -0.6% | -48.8% | +48.2% | +7.0% |
| 6M | +0.5% | -22.0% | +22.5% | +1.7% |
| YTD | +10.4% | -45.9% | +56.4% | +16.0% |
| 1Y | +9.2% | -46.1% | +55.3% | +14.7% |
| 3Y | +40.5% | +40.9% | -0.4% | +22.7% |
| 5Y | +5.9% | +80.2% | -74.3% | -13.8% |
| All | +83.4% | +1,027.4% | -944.0% | +20.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling