+20.6%
ICE vs ILMN
+92.1%
-71.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.9% | +7.2% | +2.3% |
| 7D | +12.2% | -21.6% | +33.7% | +12.3% |
| 30D | +15.0% | -22.9% | +37.8% | +15.3% |
| 3M | +17.6% | +11.6% | +6.0% | +14.5% |
| 6M | +12.6% | +62.5% | -49.9% | +5.2% |
| YTD | +9.1% | +72.7% | -63.6% | -0.7% |
| 1Y | +20.6% | +93.9% | -73.3% | +7.3% |
| All | +20.6% | +92.1% | -71.6% | +7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling