+33.4%
IEMG vs AXON
-33.5%
+66.8%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.5% | -0.4% |
| 7D | +1.6% | -3.3% | +5.0% | +1.8% |
| 30D | +4.6% | -17.8% | +22.5% | +5.6% |
| 3M | +4.8% | +8.3% | -3.4% | +4.0% |
| 6M | +16.8% | -12.4% | +29.2% | +17.0% |
| YTD | +24.8% | -13.7% | +38.6% | +24.4% |
| All | +33.4% | -33.5% | +66.8% | +35.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling