+1,367.2%
EWY vs ILMN
+1,401.8%
-34.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.6% | +6.2% | +4.8% |
| 7D | +4.8% | +1.2% | +3.6% | +4.6% |
| 30D | +11.7% | +9.2% | +2.5% | +10.1% |
| 3M | -7.4% | +29.8% | -37.2% | -11.0% |
| 6M | +40.6% | +69.2% | -28.6% | +29.9% |
| YTD | +94.3% | +66.4% | +27.9% | +79.5% |
| 1Y | +164.3% | +123.4% | +40.9% | +132.4% |
| 3Y | +221.0% | +33.2% | +187.8% | +198.1% |
| 5Y | +139.1% | -52.0% | +191.1% | +150.5% |
| 10Y | +298.8% | +33.6% | +265.2% | +254.9% |
| All | +1,367.2% | +1,401.8% | -34.5% | +714.8% |
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