+117.6%
IEMG vs AXON
+4,737.9%
-4,620.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -0.7% |
| 7D | +2.7% | +0.8% | +1.9% | +2.6% |
| 30D | -5.7% | -22.8% | +17.1% | -3.1% |
| 3M | -8.8% | -48.8% | +40.0% | -1.9% |
| 6M | -8.9% | -16.3% | +7.4% | -8.5% |
| YTD | +11.2% | -44.5% | +55.7% | +16.4% |
| 1Y | +12.2% | -43.4% | +55.6% | +17.1% |
| 3Y | +68.5% | +44.3% | +24.3% | +50.0% |
| 5Y | +34.3% | +85.1% | -50.8% | +12.4% |
| 10Y | +131.1% | +1,060.5% | -929.4% | +49.9% |
| All | +117.6% | +4,737.9% | -4,620.3% | +27.9% |
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