+1,470.4%
AXTI vs IWD
+201.1%
+1,269.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.3% | -5.8% | -5.7% |
| 7D | +15.1% | -2.3% | +17.5% | +18.8% |
| 30D | -12.3% | -1.8% | -10.5% | -10.7% |
| 3M | -24.1% | +8.0% | -32.2% | -32.7% |
| 6M | +46.0% | +17.0% | +29.1% | +16.5% |
| YTD | +295.7% | +21.3% | +274.4% | +203.6% |
| 1Y | +1,825.6% | +27.9% | +1,797.6% | +1,288.7% |
| 3Y | +2,630.0% | +70.1% | +2,559.9% | +1,330.4% |
| 5Y | +601.0% | +74.2% | +526.8% | +265.2% |
| All | +1,470.4% | +201.1% | +1,269.3% | +396.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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