+1,472.1%
AXTI vs IJH
+184.0%
+1,288.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -1.0% |
| 7D | +5.1% | -1.9% | +6.9% | +7.8% |
| 30D | -17.5% | -4.6% | -12.8% | -11.3% |
| 3M | -26.7% | -1.2% | -25.5% | -24.0% |
| 6M | +36.8% | +9.4% | +27.4% | +23.5% |
| YTD | +296.1% | +13.3% | +282.8% | +248.0% |
| 1Y | +1,810.6% | +13.4% | +1,797.2% | +1,602.5% |
| 3Y | +2,587.6% | +50.4% | +2,537.1% | +1,678.6% |
| 5Y | +601.7% | +49.0% | +552.8% | +382.4% |
| All | +1,472.1% | +184.0% | +1,288.1% | +500.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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