+79,645.2%
AXON vs IEF
+129.2%
+79,516.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -0.1% | -18.1% | -18.3% |
| 7D | -26.8% | +0.1% | -26.9% | -26.8% |
| 30D | -22.9% | +3.1% | -26.0% | -20.9% |
| 3M | -40.1% | -0.5% | -39.6% | -40.5% |
| 6M | -18.9% | -1.6% | -17.2% | -20.4% |
| YTD | -44.9% | -1.6% | -43.3% | -45.9% |
| 1Y | -46.7% | -1.5% | -45.2% | -47.6% |
| 3Y | +44.3% | +12.4% | +31.9% | +60.6% |
| 5Y | +71.4% | -7.5% | +78.9% | +49.0% |
| 10Y | +1,324.0% | +5.2% | +1,318.9% | +1,395.9% |
| All | +79,645.2% | +129.2% | +79,516.1% | +157,102.7% |
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