+248.8%
EW vs ILMN
+59.3%
+189.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.7% | +2.0% |
| 7D | +6.5% | -6.0% | +12.5% | +8.0% |
| 30D | +22.5% | -23.0% | +45.5% | +29.8% |
| 3M | +13.0% | +10.4% | +2.6% | +7.9% |
| 6M | +37.1% | +49.4% | -12.3% | +20.0% |
| YTD | +24.1% | +62.3% | -38.2% | +5.2% |
| 1Y | +24.2% | +73.7% | -49.4% | +3.3% |
| 3Y | +64.8% | +122.5% | -57.7% | +17.4% |
| 5Y | -7.4% | -43.2% | +35.7% | +1.3% |
| 10Y | +248.8% | +59.0% | +189.8% | +178.8% |
| All | +248.8% | +59.3% | +189.5% | +178.8% |
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 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