+1,846.0%
AXON vs IEF
+4.5%
+1,841.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -3.1% |
| 7D | -3.3% | -0.3% | -3.0% | -3.4% |
| 30D | -17.8% | -0.6% | -17.3% | -17.9% |
| 3M | +8.3% | -1.0% | +9.3% | +8.1% |
| 6M | -12.4% | -3.1% | -9.3% | -12.8% |
| YTD | -13.7% | -1.9% | -11.8% | -14.0% |
| 1Y | -33.1% | -1.4% | -31.7% | -33.2% |
| 3Y | +128.2% | +9.8% | +118.4% | +130.4% |
| 5Y | +170.5% | -8.8% | +179.3% | +136.7% |
| 10Y | +1,846.0% | +4.7% | +1,841.3% | +1,967.0% |
| All | +1,846.0% | +4.5% | +1,841.4% | +1,967.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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