+15.5%
BND vs ILMN
+28.5%
-13.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | 0.0% |
| 7D | +0.1% | +1.9% | -1.8% | +0.1% |
| 30D | -0.4% | +12.3% | -12.6% | -0.6% |
| 3M | -0.2% | +33.5% | -33.8% | -0.9% |
| 6M | -1.2% | +69.4% | -70.5% | -2.4% |
| YTD | -0.3% | +60.9% | -61.2% | -1.5% |
| 1Y | +0.4% | +115.0% | -114.6% | -1.5% |
| 3Y | +13.4% | +37.0% | -23.6% | +12.0% |
| 5Y | -1.5% | -53.1% | +51.6% | -1.6% |
| 10Y | +15.5% | +27.6% | -12.1% | +13.8% |
| All | +15.5% | +28.5% | -13.0% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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