+1,472.1%
AXTI vs IRM
+440.8%
+1,031.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.9% |
| 7D | +5.1% | -1.4% | +6.5% | +5.8% |
| 30D | -17.5% | -7.4% | -10.1% | -13.9% |
| 3M | -26.7% | -7.4% | -19.3% | -23.4% |
| 6M | +36.8% | +8.7% | +28.1% | +34.3% |
| YTD | +296.1% | +40.9% | +255.2% | +251.5% |
| 1Y | +1,810.6% | +20.5% | +1,790.1% | +1,712.7% |
| 3Y | +2,587.6% | +101.7% | +2,485.8% | +2,020.3% |
| 5Y | +601.7% | +197.7% | +404.1% | +392.3% |
| All | +1,472.1% | +440.8% | +1,031.3% | +767.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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