+563.4%
IYR vs AXON
+61,473.8%
-60,910.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -18.2% | +17.6% | +1.8% |
| 7D | +2.0% | -26.8% | +28.8% | +6.0% |
| 30D | +8.2% | -22.9% | +31.1% | +11.6% |
| 3M | -1.7% | -40.1% | +38.3% | +4.3% |
| 6M | -0.4% | -18.9% | +18.5% | +0.5% |
| YTD | +9.9% | -44.9% | +54.8% | +15.6% |
| 1Y | +10.4% | -46.7% | +57.1% | +16.7% |
| 3Y | +38.4% | +44.3% | -5.9% | +22.9% |
| 5Y | +5.2% | +71.4% | -66.2% | -11.1% |
| 10Y | +83.8% | +1,324.0% | -1,240.2% | +8.1% |
| All | +563.4% | +61,473.8% | -60,910.4% | +157.8% |
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