+204.4%
IEFA vs AXON
+4,737.9%
-4,533.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -0.2% |
| 7D | +2.2% | +0.8% | +1.4% | +2.1% |
| 30D | +1.1% | -22.8% | +23.8% | +3.7% |
| 3M | -4.3% | -48.8% | +44.5% | +2.5% |
| 6M | +1.4% | -16.3% | +17.7% | +1.8% |
| YTD | +10.1% | -44.5% | +54.5% | +14.9% |
| 1Y | +12.9% | -43.4% | +56.3% | +17.5% |
| 3Y | +65.8% | +44.3% | +21.5% | +49.4% |
| 5Y | +47.7% | +85.1% | -37.4% | +25.8% |
| 10Y | +146.8% | +1,060.5% | -913.7% | +66.5% |
| All | +204.4% | +4,737.9% | -4,533.5% | +79.2% |
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