+70.5%
ICE vs ILMN
+118.2%
-47.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.4% |
| 7D | +3.6% | -2.9% | +6.5% | +3.7% |
| 30D | +15.1% | -23.8% | +38.9% | +16.0% |
| 3M | +15.4% | +7.5% | +7.9% | +13.6% |
| 6M | +16.1% | +42.8% | -26.6% | +12.0% |
| YTD | +11.4% | +57.8% | -46.5% | +6.3% |
| 1Y | +18.5% | +72.6% | -54.1% | +12.5% |
| 3Y | +70.5% | +129.3% | -58.8% | +57.6% |
| All | +70.5% | +118.2% | -47.7% | +57.6% |
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