+65.9%
ICE vs ILMN
+88.1%
-22.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.5% | -1.1% |
| 7D | +2.0% | -9.7% | +11.7% | +2.4% |
| 30D | +12.9% | -20.4% | +33.3% | +13.5% |
| 3M | +15.4% | +10.0% | +5.4% | +13.6% |
| 6M | +13.1% | +49.5% | -36.4% | +9.0% |
| YTD | +7.5% | +62.5% | -55.0% | +2.7% |
| 1Y | +18.3% | +76.0% | -57.6% | +12.5% |
| 3Y | +65.9% | +94.2% | -28.3% | +55.5% |
| All | +65.9% | +88.1% | -22.1% | +55.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling