+148.1%
EWY vs ILMN
-52.9%
+201.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +3.8% | +1.3% |
| 7D | +8.0% | +1.9% | +6.1% | +7.5% |
| 30D | +14.3% | +12.3% | +2.1% | +11.4% |
| 3M | +2.3% | +33.5% | -31.2% | -3.8% |
| 6M | +49.9% | +69.4% | -19.5% | +34.4% |
| YTD | +95.3% | +60.9% | +34.4% | +76.1% |
| 1Y | +161.7% | +115.0% | +46.8% | +121.0% |
| 3Y | +230.2% | +37.0% | +193.2% | +195.6% |
| 5Y | +148.1% | -53.1% | +201.3% | +168.5% |
| All | +148.1% | -52.9% | +201.0% | +168.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling