+561.8%
IYR vs AXON
+101,343.3%
-100,781.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | -0.2% |
| 7D | -1.2% | -14.2% | +12.9% | +0.7% |
| 30D | -2.9% | -15.4% | +12.5% | -1.1% |
| 3M | +0.8% | +0.5% | +0.4% | -0.3% |
| 6M | +1.9% | -9.5% | +11.4% | +1.5% |
| YTD | +9.6% | -9.2% | +18.8% | +8.5% |
| 1Y | +8.1% | -29.4% | +37.5% | +10.3% |
| 3Y | +29.2% | +139.4% | -110.2% | +7.7% |
| 5Y | +4.3% | +178.9% | -174.6% | -17.1% |
| 10Y | +64.7% | +1,840.8% | -1,776.1% | -6.6% |
| All | +561.8% | +101,343.3% | -100,781.5% | +141.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling