+51.1%
IEFA vs AXON
+167.8%
-116.7%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -0.7% |
| 7D | -0.5% | -3.3% | +2.9% | -0.1% |
| 30D | -1.1% | -17.8% | +16.7% | +0.7% |
| 3M | +5.1% | +8.3% | -3.2% | +3.3% |
| 6M | +9.3% | -12.4% | +21.7% | +9.6% |
| YTD | +13.0% | -13.7% | +26.7% | +12.9% |
| 1Y | +19.2% | -33.1% | +52.2% | +22.5% |
| 3Y | +67.0% | +128.2% | -61.2% | +37.2% |
| 5Y | +51.1% | +170.5% | -119.4% | +11.3% |
| All | +51.1% | +167.8% | -116.7% | +11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling