+1,472.1%
AXTI vs IJR
+172.1%
+1,300.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.6% |
| 7D | +5.1% | -2.2% | +7.2% | +8.1% |
| 30D | -17.5% | -4.6% | -12.9% | -11.9% |
| 3M | -26.7% | +0.2% | -26.9% | -26.1% |
| 6M | +36.8% | +14.7% | +22.0% | +16.5% |
| YTD | +296.1% | +18.9% | +277.3% | +227.6% |
| 1Y | +1,810.6% | +19.9% | +1,790.7% | +1,482.0% |
| 3Y | +2,587.6% | +53.0% | +2,534.5% | +1,648.6% |
| 5Y | +601.7% | +40.9% | +560.9% | +415.7% |
| All | +1,472.1% | +172.1% | +1,300.0% | +573.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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