+1,046.6%
AXON vs IEF
+7.3%
+1,039.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.9% | +2.7% |
| 7D | +0.8% | -2.0% | +2.8% | +0.7% |
| 30D | -22.8% | +0.7% | -23.5% | -22.7% |
| 3M | -48.8% | -2.5% | -46.3% | -48.8% |
| 6M | -16.3% | -2.6% | -13.7% | -16.5% |
| YTD | -44.5% | -3.2% | -41.3% | -44.6% |
| 1Y | -43.4% | -3.0% | -40.4% | -43.6% |
| 3Y | +44.3% | +10.5% | +33.7% | +45.8% |
| 5Y | +85.1% | -8.2% | +93.3% | +66.2% |
| All | +1,046.6% | +7.3% | +1,039.3% | +1,143.4% |
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