+335.2%
EWZ vs ILMN
+1,331.5%
-996.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -8.2% | +6.7% | -0.4% |
| 7D | -4.2% | -28.3% | +24.1% | +0.1% |
| 30D | -26.1% | -24.0% | -2.2% | -23.6% |
| 3M | -12.0% | +4.1% | -16.1% | -13.2% |
| 6M | -19.3% | +49.6% | -68.8% | -24.6% |
| YTD | +0.9% | +58.6% | -57.7% | -6.9% |
| 1Y | +3.4% | +69.9% | -66.5% | -5.7% |
| 3Y | +18.6% | +82.9% | -64.3% | +4.3% |
| 5Y | +56.6% | -47.6% | +104.2% | +60.0% |
| 10Y | +50.3% | +58.8% | -8.5% | +30.4% |
| All | +335.2% | +1,331.5% | -996.2% | +157.0% |
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