+1,472.1%
AXTI vs IWF
+422.7%
+1,049.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -1.0% |
| 7D | +5.1% | -0.9% | +6.0% | +6.5% |
| 30D | -17.5% | -1.7% | -15.7% | -14.8% |
| 3M | -26.7% | +0.7% | -27.3% | -24.0% |
| 6M | +36.8% | +8.6% | +28.2% | +28.9% |
| YTD | +296.1% | +3.5% | +292.6% | +303.9% |
| 1Y | +1,810.6% | +7.0% | +1,803.6% | +1,821.9% |
| 3Y | +2,587.6% | +76.3% | +2,511.2% | +1,408.0% |
| 5Y | +601.7% | +74.8% | +527.0% | +306.0% |
| All | +1,472.1% | +422.7% | +1,049.4% | +114.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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