+6.5%
IYR vs AXON
-33.3%
+39.7%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +1.9% | -1.1% |
| 7D | -0.9% | -3.3% | +2.4% | -0.8% |
| 30D | -2.4% | -17.8% | +15.5% | -2.0% |
| 3M | -2.0% | +8.3% | -10.3% | -2.2% |
| 6M | +2.5% | -12.4% | +14.8% | +2.8% |
| YTD | +8.3% | -13.7% | +22.0% | +8.9% |
| 1Y | +6.5% | -33.1% | +39.5% | +7.0% |
| All | +6.5% | -33.3% | +39.7% | +7.0% |
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