+205.2%
IEFA vs AXON
+4,540.2%
-4,335.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | +1.1% | -27.4% | +28.5% | +4.5% |
| 30D | +0.7% | -28.5% | +29.1% | +4.1% |
| 3M | -3.4% | -49.3% | +45.9% | +3.6% |
| 6M | +1.5% | -25.0% | +26.5% | +3.2% |
| YTD | +10.4% | -46.7% | +57.1% | +15.8% |
| 1Y | +13.4% | -48.3% | +61.6% | +19.3% |
| 3Y | +66.7% | +38.8% | +27.8% | +50.8% |
| 5Y | +49.5% | +77.7% | -28.2% | +27.9% |
| 10Y | +145.8% | +1,028.0% | -882.3% | +66.4% |
| All | +205.2% | +4,540.2% | -4,335.0% | +80.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling