+68.8%
IEFA vs AXON
+134.7%
-65.9%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.5% |
| 7D | +1.2% | -2.5% | +3.6% | +1.3% |
| 30D | -0.6% | -11.5% | +10.9% | +0.1% |
| 3M | +6.2% | +7.3% | -1.1% | +5.2% |
| 6M | +11.2% | -11.9% | +23.1% | +11.4% |
| YTD | +14.2% | -11.0% | +25.2% | +14.0% |
| 1Y | +20.0% | -31.8% | +51.8% | +22.0% |
| 3Y | +68.8% | +135.4% | -66.6% | +45.5% |
| All | +68.8% | +134.7% | -65.9% | +45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling