+249.7%
ICE vs ILMN
+64.4%
+185.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.7% | +4.0% | +1.7% |
| 7D | +3.2% | -9.8% | +13.0% | +4.7% |
| 30D | +12.9% | -22.7% | +35.7% | +16.5% |
| 3M | +17.5% | +12.1% | +5.5% | +13.6% |
| 6M | +14.0% | +51.5% | -37.5% | +4.2% |
| YTD | +10.0% | +63.9% | -53.8% | -1.3% |
| 1Y | +19.5% | +76.6% | -57.0% | +5.8% |
| 3Y | +66.8% | +124.6% | -57.8% | +35.0% |
| 5Y | +40.3% | -42.7% | +83.1% | +46.4% |
| 10Y | +249.7% | +59.7% | +190.0% | +212.4% |
| All | +249.7% | +64.4% | +185.3% | +212.4% |
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