+259.6%
ICE vs ILMN
+60.6%
+199.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.5% | -1.4% |
| 7D | +2.0% | -9.7% | +11.7% | +3.4% |
| 30D | +12.9% | -20.4% | +33.3% | +15.9% |
| 3M | +15.4% | +10.0% | +5.4% | +11.9% |
| 6M | +13.1% | +49.5% | -36.4% | +3.7% |
| YTD | +7.5% | +62.5% | -55.0% | -3.4% |
| 1Y | +18.3% | +76.0% | -57.6% | +4.9% |
| 3Y | +65.9% | +94.2% | -28.3% | +38.5% |
| 5Y | +35.2% | -46.3% | +81.5% | +42.8% |
| All | +259.6% | +60.6% | +199.0% | +228.1% |
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 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