-8.9%
IEMG vs AXON
-19.0%
+10.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -0.5% |
| 7D | +2.7% | +0.8% | +1.9% | +2.7% |
| 30D | -5.7% | -22.8% | +17.1% | -4.8% |
| 3M | -8.8% | -48.8% | +40.0% | -6.8% |
| 6M | -8.9% | -16.3% | +7.4% | -9.5% |
| All | -8.9% | -19.0% | +10.1% | -9.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling