+1,472.1%
AXTI vs IEFA
+148.3%
+1,323.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -1.5% |
| 7D | +5.1% | -1.6% | +6.6% | +7.6% |
| 30D | -17.5% | -1.5% | -16.0% | -15.4% |
| 3M | -26.7% | +3.4% | -30.1% | -28.9% |
| 6M | +36.8% | +9.5% | +27.3% | +20.8% |
| YTD | +296.1% | +13.0% | +283.1% | +233.8% |
| 1Y | +1,810.6% | +18.0% | +1,792.6% | +1,435.2% |
| 3Y | +2,587.6% | +65.4% | +2,522.2% | +1,264.4% |
| 5Y | +601.7% | +51.6% | +550.2% | +315.5% |
| All | +1,472.1% | +148.3% | +1,323.8% | +464.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 10y: compounded portfolio wealth divided by compounded IEFA 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…
10y analysis · Full analysis span regression · 6 months rolling