+188.0%
EWJ vs ILMN
+1,401.8%
-1,213.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +1.9% | +0.5% |
| 7D | +2.5% | +1.2% | +1.3% | +2.4% |
| 30D | +3.3% | +9.2% | -5.9% | +2.2% |
| 3M | +5.0% | +29.8% | -24.9% | +2.0% |
| 6M | +11.5% | +69.2% | -57.7% | +5.3% |
| YTD | +22.4% | +66.4% | -44.0% | +15.5% |
| 1Y | +30.2% | +123.4% | -93.2% | +18.6% |
| 3Y | +72.8% | +33.2% | +39.7% | +63.4% |
| 5Y | +54.1% | -52.0% | +106.1% | +58.3% |
| 10Y | +140.6% | +33.6% | +107.0% | +119.4% |
| All | +188.0% | +1,401.8% | -1,213.8% | +90.5% |
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 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