+50.5%
EFA vs ILMN
-43.3%
+93.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.6% | -0.6% | +2.5% |
| 7D | +1.2% | -2.6% | +3.8% | +1.5% |
| 30D | +1.5% | -20.6% | +22.1% | +4.4% |
| 3M | -3.3% | +17.5% | -20.8% | -6.5% |
| 6M | +2.6% | +55.6% | -53.1% | -5.2% |
| YTD | +11.0% | +68.3% | -57.3% | +0.8% |
| 1Y | +15.1% | +81.1% | -66.0% | +3.3% |
| 3Y | +67.6% | +112.2% | -44.5% | +41.4% |
| 5Y | +50.5% | -42.6% | +93.1% | +56.8% |
| All | +50.5% | -43.3% | +93.8% | +56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling