+125.6%
EEM vs ILMN
+28.5%
+97.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +0.8% |
| 7D | +3.1% | +1.9% | +1.2% | +2.6% |
| 30D | +4.9% | +12.3% | -7.4% | +2.3% |
| 3M | +5.2% | +33.5% | -28.3% | -1.1% |
| 6M | +20.7% | +69.4% | -48.7% | +7.8% |
| YTD | +26.5% | +60.9% | -34.5% | +13.5% |
| 1Y | +37.8% | +115.0% | -77.1% | +15.3% |
| 3Y | +91.0% | +37.0% | +54.0% | +70.3% |
| 5Y | +47.0% | -53.1% | +100.2% | +63.9% |
| 10Y | +125.6% | +27.6% | +98.0% | +86.2% |
| All | +125.6% | +28.5% | +97.1% | +86.2% |
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