+236.1%
EW vs ILMN
+64.4%
+171.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | 0.0% |
| 7D | +9.3% | -9.8% | +19.0% | +11.9% |
| 30D | +22.1% | -22.7% | +44.8% | +29.2% |
| 3M | +13.0% | +12.1% | +1.0% | +7.5% |
| 6M | +30.1% | +51.5% | -21.4% | +13.5% |
| YTD | +22.0% | +63.9% | -41.8% | +3.2% |
| 1Y | +23.7% | +76.6% | -52.9% | +2.4% |
| 3Y | +62.0% | +124.6% | -62.6% | +15.1% |
| 5Y | -12.4% | -42.7% | +30.3% | -4.3% |
| 10Y | +236.1% | +59.7% | +176.4% | +169.0% |
| All | +236.1% | +64.4% | +171.7% | +169.0% |
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