+84.8%
IEMG vs AXON
+128.5%
-43.7%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.5% | -0.3% |
| 7D | +1.6% | -3.3% | +5.0% | +1.8% |
| 30D | +4.6% | -17.8% | +22.5% | +5.8% |
| 3M | +4.8% | +8.3% | -3.4% | +3.8% |
| 6M | +16.8% | -12.4% | +29.2% | +17.0% |
| YTD | +24.8% | -13.7% | +38.6% | +24.8% |
| 1Y | +34.3% | -33.1% | +67.4% | +36.4% |
| All | +84.8% | +128.5% | -43.7% | +58.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling