+235.5%
EW vs ILMN
+60.6%
+174.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.5% | -1.2% | +0.7% |
| 7D | +11.0% | -9.7% | +20.7% | +13.6% |
| 30D | +19.1% | -20.4% | +39.5% | +25.0% |
| 3M | +14.4% | +10.0% | +4.3% | +9.3% |
| 6M | +22.8% | +49.5% | -26.7% | +7.5% |
| YTD | +19.8% | +62.5% | -42.7% | +1.6% |
| 1Y | +23.9% | +76.0% | -52.1% | +2.7% |
| 3Y | +52.2% | +94.2% | -41.9% | +13.7% |
| 5Y | -13.9% | -46.3% | +32.4% | -3.9% |
| All | +235.5% | +60.6% | +174.9% | +165.9% |
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 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