+140.0%
EWJ vs ILMN
+25.5%
+114.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.5% |
| 7D | +1.0% | -3.9% | +4.9% | +1.6% |
| 30D | +1.0% | +6.9% | -5.9% | -0.2% |
| 3M | +7.2% | +28.1% | -20.9% | +2.8% |
| 6M | +13.9% | +65.0% | -51.1% | +4.6% |
| YTD | +20.8% | +56.3% | -35.5% | +11.5% |
| 1Y | +26.4% | +108.7% | -82.3% | +10.4% |
| 3Y | +71.8% | +33.1% | +38.7% | +57.5% |
| 5Y | +49.9% | -54.1% | +104.0% | +60.9% |
| 10Y | +140.0% | +27.8% | +112.1% | +107.9% |
| All | +140.0% | +25.5% | +114.5% | +107.9% |
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