+41.6%
EWJ vs ILMN
-46.1%
+87.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -0.3% |
| 7D | -5.0% | -9.7% | +4.7% | -3.8% |
| 30D | -10.2% | -20.4% | +10.2% | -7.8% |
| 3M | -7.2% | +10.0% | -17.3% | -9.1% |
| 6M | -3.2% | +49.5% | -52.7% | -9.2% |
| YTD | +9.9% | +62.5% | -52.6% | +1.4% |
| 1Y | +11.0% | +76.0% | -65.0% | +1.2% |
| 3Y | +57.3% | +94.2% | -36.8% | +37.4% |
| All | +41.6% | -46.1% | +87.7% | +45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling