+519.6%
EWT vs ILMN
+29.2%
+490.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | +0.1% |
| 7D | +1.6% | +1.9% | -0.3% | +1.2% |
| 30D | +8.2% | +12.3% | -4.1% | +5.6% |
| 3M | +11.1% | +33.5% | -22.5% | +4.6% |
| 6M | +60.4% | +69.4% | -8.9% | +44.0% |
| YTD | +75.6% | +60.9% | +14.7% | +58.4% |
| 1Y | +91.3% | +115.0% | -23.7% | +61.5% |
| 3Y | +200.3% | +37.0% | +163.3% | +168.8% |
| 5Y | +156.4% | -53.1% | +209.5% | +177.9% |
| All | +519.6% | +29.2% | +490.4% | +415.5% |
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