-40.9%
ETHA vs ILMN
+80.9%
-121.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.7% | -0.6% | -2.4% |
| 7D | -10.2% | -9.8% | -0.4% | -7.4% |
| 30D | -17.0% | -22.7% | +5.8% | -10.6% |
| 3M | +9.6% | +12.1% | -2.5% | +3.4% |
| 6M | -11.3% | +51.5% | -62.8% | -25.1% |
| YTD | -30.9% | +63.9% | -94.8% | -44.2% |
| 1Y | -42.6% | +76.6% | -119.1% | -55.0% |
| All | -40.9% | +80.9% | -121.8% | -61.2% |
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