+45.0%
ICE vs ILMN
-51.8%
+96.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.5% | -1.8% |
| 7D | -0.7% | +1.2% | -1.9% | -0.8% |
| 30D | +7.6% | +9.2% | -1.6% | +6.3% |
| 3M | +13.9% | +29.8% | -15.9% | +9.7% |
| 6M | -2.4% | +69.2% | -71.6% | -9.7% |
| YTD | +0.3% | +66.4% | -66.1% | -7.3% |
| 1Y | -6.4% | +123.4% | -129.8% | -17.8% |
| 3Y | +43.1% | +33.2% | +9.9% | +35.1% |
| All | +45.0% | -51.8% | +96.8% | +72.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling