+176.9%
AXON vs IEF
-8.2%
+185.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -1.9% |
| 7D | -2.5% | +0.1% | -2.5% | -2.5% |
| 30D | -11.5% | -0.7% | -10.8% | -11.2% |
| 3M | +7.3% | -0.4% | +7.7% | +7.6% |
| 6M | -11.9% | -2.5% | -9.5% | -11.2% |
| YTD | -11.0% | -1.6% | -9.4% | -10.5% |
| 1Y | -31.8% | -1.3% | -30.4% | -31.4% |
| 3Y | +135.4% | +10.1% | +125.3% | +124.7% |
| 5Y | +176.9% | -8.3% | +185.2% | +175.6% |
| All | +176.9% | -8.2% | +185.0% | +175.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling