+164.9%
EWJ vs ILMN
+1,379.0%
-1,214.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -0.9% |
| 7D | -2.4% | -9.8% | +7.4% | -1.3% |
| 30D | -7.6% | -22.7% | +15.1% | -5.4% |
| 3M | -5.9% | +12.1% | -17.9% | -7.5% |
| 6M | -1.5% | +51.5% | -52.9% | -6.2% |
| YTD | +12.6% | +63.9% | -51.3% | +5.9% |
| 1Y | +12.7% | +76.6% | -63.9% | +5.2% |
| 3Y | +63.1% | +124.6% | -61.5% | +45.9% |
| 5Y | +48.2% | -42.7% | +90.9% | +49.0% |
| 10Y | +123.1% | +59.7% | +63.5% | +100.3% |
| All | +164.9% | +1,379.0% | -1,214.1% | +74.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling