+509.6%
AXTI vs IFF
+233.8%
+275.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | +5.1% | -3.2% | +8.3% | +6.4% |
| 30D | -17.5% | -0.3% | -17.2% | -17.8% |
| 3M | -26.7% | +8.4% | -35.1% | -30.3% |
| 6M | +36.8% | +23.0% | +13.7% | +20.5% |
| YTD | +296.1% | +25.5% | +270.7% | +241.1% |
| 1Y | +1,810.6% | +29.1% | +1,781.6% | +1,506.1% |
| 3Y | +2,587.6% | +31.7% | +2,555.9% | +2,130.8% |
| 5Y | +601.7% | -35.2% | +636.9% | +669.1% |
| 10Y | +1,460.7% | -20.7% | +1,481.4% | +1,406.4% |
| All | +509.6% | +233.8% | +275.8% | +180.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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