+217.5%
IEFA vs AXON
+7,809.0%
-7,591.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.3% | +0.6% |
| 7D | +0.6% | -14.2% | +14.7% | +2.2% |
| 30D | +1.0% | -15.4% | +16.4% | +2.5% |
| 3M | +4.7% | +0.5% | +4.2% | +3.8% |
| 6M | +8.6% | -9.5% | +18.1% | +8.4% |
| YTD | +14.8% | -9.2% | +24.0% | +14.0% |
| 1Y | +22.6% | -29.4% | +52.0% | +25.0% |
| 3Y | +67.0% | +139.4% | -72.4% | +42.7% |
| 5Y | +52.3% | +178.9% | -126.6% | +24.4% |
| 10Y | +147.3% | +1,840.8% | -1,693.5% | +58.0% |
| All | +217.5% | +7,809.0% | -7,591.5% | +77.8% |
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