+308.8%
EWY vs ILMN
+25.5%
+283.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.3% | +1.1% |
| 7D | +6.7% | -3.9% | +10.5% | +7.6% |
| 30D | +17.0% | +6.9% | +10.1% | +15.0% |
| 3M | +3.7% | +28.1% | -24.4% | -2.5% |
| 6M | +42.5% | +65.0% | -22.5% | +26.5% |
| YTD | +96.2% | +56.3% | +39.9% | +75.3% |
| 1Y | +160.4% | +108.7% | +51.6% | +115.2% |
| 3Y | +231.7% | +33.1% | +198.6% | +194.5% |
| 5Y | +153.3% | -54.1% | +207.4% | +183.9% |
| 10Y | +308.8% | +27.8% | +281.0% | +235.0% |
| All | +308.8% | +25.5% | +283.4% | +235.0% |
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