+217.1%
ICE vs ILMN
+28.5%
+188.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.1% | -1.6% |
| 7D | -1.2% | +1.9% | -3.1% | -1.4% |
| 30D | +5.0% | +12.3% | -7.3% | +2.9% |
| 3M | +13.9% | +33.5% | -19.7% | +8.3% |
| 6M | -4.4% | +69.4% | -73.8% | -12.9% |
| YTD | -1.9% | +60.9% | -62.8% | -10.2% |
| 1Y | -8.1% | +115.0% | -123.1% | -20.6% |
| 3Y | +42.5% | +37.0% | +5.5% | +30.0% |
| 5Y | +40.6% | -53.1% | +93.8% | +53.5% |
| 10Y | +217.1% | +27.6% | +189.5% | +191.1% |
| All | +217.1% | +28.5% | +188.7% | +191.1% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling