+161.7%
EWY vs ILMN
+113.9%
+47.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +3.8% | +1.3% |
| 7D | +8.0% | +1.9% | +6.1% | +7.4% |
| 30D | +14.3% | +12.3% | +2.1% | +11.1% |
| 3M | +2.3% | +33.5% | -31.2% | -3.8% |
| 6M | +49.9% | +69.4% | -19.5% | +35.9% |
| YTD | +95.3% | +60.9% | +34.4% | +77.5% |
| 1Y | +161.7% | +115.0% | +46.8% | +129.3% |
| All | +161.7% | +113.9% | +47.8% | +129.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling