+126.0%
EWJ vs ILMN
+61.7%
+64.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.6% | +0.1% | +3.1% |
| 7D | -1.5% | -2.6% | +1.1% | -1.1% |
| 30D | -6.5% | -20.6% | +14.1% | -3.5% |
| 3M | -5.6% | +17.5% | -23.1% | -8.9% |
| 6M | -0.3% | +55.6% | -55.9% | -8.3% |
| YTD | +13.9% | +68.3% | -54.4% | +2.8% |
| 1Y | +14.6% | +81.1% | -66.6% | +2.1% |
| 3Y | +66.6% | +112.2% | -45.5% | +39.7% |
| 5Y | +47.7% | -42.6% | +90.3% | +52.0% |
| 10Y | +126.0% | +70.5% | +55.5% | +96.5% |
| All | +126.0% | +61.7% | +64.3% | +96.5% |
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