+41.8%
IYR vs AXON
+44.5%
-2.7%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | 0.0% |
| 7D | +0.6% | +0.8% | -0.2% | +0.5% |
| 30D | +6.6% | -22.8% | +29.3% | +7.8% |
| 3M | -1.8% | -48.8% | +46.9% | +1.1% |
| 6M | +1.4% | -16.3% | +17.7% | +1.6% |
| YTD | +10.5% | -44.5% | +55.0% | +13.0% |
| 1Y | +10.6% | -43.4% | +54.0% | +12.9% |
| 3Y | +41.8% | +44.3% | -2.4% | +17.4% |
| All | +41.8% | +44.5% | -2.7% | +17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling