+20.6%
EFA vs ILMN
+114.4%
-93.8%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.7% | -0.3% |
| 7D | +1.2% | +1.9% | -0.7% | +1.1% |
| 30D | -0.7% | +12.3% | -13.0% | -1.5% |
| 3M | +6.4% | +33.5% | -27.1% | +4.4% |
| 6M | +11.4% | +69.4% | -58.0% | +7.6% |
| YTD | +14.0% | +60.9% | -46.9% | +10.2% |
| All | +20.6% | +114.4% | -93.8% | +14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling