+144.1%
EFA vs ILMN
+64.4%
+79.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | -0.1% |
| 7D | +1.2% | -9.8% | +11.0% | +3.0% |
| 30D | +0.9% | -22.7% | +23.7% | +5.0% |
| 3M | -3.4% | +12.1% | -15.4% | -6.5% |
| 6M | +2.0% | +51.5% | -49.5% | -7.0% |
| YTD | +10.4% | +63.9% | -53.5% | -1.4% |
| 1Y | +13.3% | +76.6% | -63.3% | -0.4% |
| 3Y | +65.9% | +124.6% | -58.7% | +33.5% |
| 5Y | +51.5% | -42.7% | +94.2% | +57.4% |
| 10Y | +144.1% | +59.7% | +84.4% | +113.5% |
| All | +144.1% | +64.4% | +79.7% | +113.5% |
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