+81.1%
EWZ vs ILMN
+33.5%
+47.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.8% | -0.4% |
| 7D | +6.5% | +1.2% | +5.3% | +6.2% |
| 30D | +4.8% | +9.2% | -4.3% | +2.7% |
| 3M | +9.9% | +29.8% | -20.0% | +3.4% |
| 6M | +1.9% | +69.2% | -67.3% | -9.8% |
| YTD | +20.3% | +66.4% | -46.1% | +6.3% |
| 1Y | +35.6% | +123.4% | -87.8% | +10.8% |
| 3Y | +43.4% | +33.2% | +10.3% | +28.0% |
| 5Y | +55.9% | -52.0% | +107.9% | +77.8% |
| All | +81.1% | +33.5% | +47.6% | +36.7% |
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