+145.4%
IEMG vs AXON
+7,809.0%
-7,663.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.2% | +5.8% | +2.2% |
| 7D | +2.2% | -14.2% | +16.4% | +4.0% |
| 30D | +4.6% | -15.4% | +20.0% | +6.3% |
| 3M | +0.4% | +0.5% | -0.1% | -0.6% |
| 6M | +16.4% | -9.5% | +25.9% | +16.1% |
| YTD | +25.4% | -9.2% | +34.6% | +24.4% |
| 1Y | +38.3% | -29.4% | +67.7% | +41.1% |
| 3Y | +84.1% | +139.4% | -55.3% | +54.8% |
| 5Y | +49.0% | +178.9% | -129.9% | +19.2% |
| 10Y | +141.8% | +1,840.8% | -1,699.0% | +47.9% |
| All | +145.4% | +7,809.0% | -7,663.6% | +36.8% |
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