+43.6%
EWZ vs ILMN
+60.6%
-17.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.8% | +0.2% |
| 7D | -1.5% | -9.7% | +8.2% | +0.5% |
| 30D | -24.5% | -20.4% | -4.1% | -21.4% |
| 3M | -10.7% | +10.0% | -20.7% | -13.6% |
| 6M | -19.1% | +49.5% | -68.6% | -27.1% |
| YTD | +1.6% | +62.5% | -60.9% | -10.9% |
| 1Y | +4.3% | +76.0% | -71.7% | -10.3% |
| 3Y | +19.0% | +94.2% | -75.2% | -4.8% |
| 5Y | +57.7% | -46.3% | +104.0% | +72.6% |
| All | +43.6% | +60.6% | -17.0% | +11.3% |
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 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