+125.9%
EWJ vs ILMN
+54.3%
+71.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.5% |
| 7D | +4.0% | -2.9% | +6.8% | +4.4% |
| 30D | -4.3% | -23.8% | +19.6% | -0.5% |
| 3M | -6.8% | +7.5% | -14.3% | -8.8% |
| 6M | -0.9% | +42.8% | -43.7% | -7.6% |
| YTD | +14.3% | +57.8% | -43.6% | +4.2% |
| 1Y | +15.3% | +72.6% | -57.3% | +3.5% |
| 3Y | +65.6% | +129.3% | -63.7% | +36.9% |
| 5Y | +47.5% | -44.5% | +92.0% | +52.5% |
| All | +125.9% | +54.3% | +71.6% | +98.9% |
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