+80,261.8%
AXON vs IEF
+127.6%
+80,134.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.3% | +4.2% |
| 7D | -25.6% | -0.8% | -24.9% | -26.1% |
| 30D | -23.9% | +2.0% | -25.9% | -22.6% |
| 3M | -50.4% | -1.1% | -49.4% | -51.0% |
| 6M | -20.0% | -1.9% | -18.1% | -21.7% |
| YTD | -44.5% | -2.2% | -42.2% | -45.8% |
| 1Y | -44.9% | -2.3% | -42.5% | -46.3% |
| 3Y | +44.7% | +11.6% | +33.2% | +60.1% |
| 5Y | +86.7% | -7.1% | +93.7% | +63.9% |
| 10Y | +1,060.5% | +7.8% | +1,052.7% | +1,162.4% |
| All | +80,261.8% | +127.6% | +80,134.1% | +157,442.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling