+54.8%
EFA vs ILMN
-52.9%
+107.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.7% | -0.1% |
| 7D | +1.2% | +1.9% | -0.7% | +0.9% |
| 30D | -0.7% | +12.3% | -13.0% | -2.6% |
| 3M | +6.4% | +33.5% | -27.1% | +1.6% |
| 6M | +11.4% | +69.4% | -58.0% | +2.3% |
| YTD | +14.0% | +60.9% | -46.9% | +5.1% |
| 1Y | +20.2% | +115.0% | -94.8% | +5.0% |
| 3Y | +68.2% | +37.0% | +31.2% | +54.6% |
| 5Y | +54.8% | -53.1% | +108.0% | +70.9% |
| All | +54.8% | -52.9% | +107.7% | +70.9% |
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