+18.1%
IEFA vs AXON
-35.0%
+53.1%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.8% |
| 7D | -2.4% | -11.0% | +8.6% | -1.9% |
| 30D | -2.1% | -24.7% | +22.6% | -0.9% |
| 3M | +5.5% | +7.0% | -1.4% | +4.8% |
| 6M | +8.1% | -9.6% | +17.8% | +8.3% |
| YTD | +11.9% | -15.7% | +27.6% | +12.1% |
| 1Y | +18.1% | -35.9% | +54.0% | +19.4% |
| All | +18.1% | -35.0% | +53.1% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 1y: compounded portfolio wealth divided by compounded AXON 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…
1y analysis · Full analysis span regression · 6 months rolling