+235.9%
DIA vs ILMN
+64.4%
+171.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +0.2% |
| 7D | +0.9% | -9.8% | +10.7% | +2.7% |
| 30D | +1.1% | -22.7% | +23.9% | +5.2% |
| 3M | -2.9% | +12.1% | -14.9% | -6.2% |
| 6M | +5.9% | +51.5% | -45.6% | -3.8% |
| YTD | +9.8% | +63.9% | -54.1% | -2.5% |
| 1Y | +11.7% | +76.6% | -64.8% | -2.2% |
| 3Y | +59.5% | +124.6% | -65.1% | +27.2% |
| 5Y | +57.5% | -42.7% | +100.3% | +63.9% |
| 10Y | +235.9% | +59.7% | +176.3% | +188.1% |
| All | +235.9% | +64.4% | +171.5% | +188.1% |
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