+65.2%
EFA vs ILMN
+118.2%
-53.0%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.3% |
| 7D | +2.2% | -2.9% | +5.1% | +2.6% |
| 30D | +1.4% | -23.8% | +25.2% | +4.0% |
| 3M | -4.2% | +7.5% | -11.6% | -5.7% |
| 6M | +1.9% | +42.8% | -40.9% | -3.2% |
| YTD | +10.2% | +57.8% | -47.6% | +2.9% |
| 1Y | +12.8% | +72.6% | -59.8% | +4.1% |
| 3Y | +65.2% | +129.3% | -64.1% | +44.8% |
| All | +65.2% | +118.2% | -53.0% | +44.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling