+240.2%
DIA vs ILMN
+60.6%
+179.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -0.8% |
| 7D | -0.9% | -9.7% | +8.7% | +0.7% |
| 30D | +0.3% | -20.4% | +20.7% | +3.8% |
| 3M | -4.5% | +10.0% | -14.5% | -7.4% |
| 6M | +3.4% | +49.5% | -46.1% | -5.8% |
| YTD | +7.8% | +62.5% | -54.7% | -4.1% |
| 1Y | +10.7% | +76.0% | -65.2% | -3.0% |
| 3Y | +57.5% | +94.2% | -36.6% | +29.5% |
| 5Y | +53.7% | -46.3% | +100.0% | +62.5% |
| All | +240.2% | +60.6% | +179.7% | +194.6% |
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