+2,316.3%
ICE vs ILMN
+2,685.0%
-368.7%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.5% | -1.7% |
| 7D | -0.7% | +1.2% | -1.9% | -0.9% |
| 30D | +7.6% | +9.2% | -1.6% | +5.4% |
| 3M | +13.9% | +29.8% | -15.9% | +7.1% |
| 6M | -2.4% | +69.2% | -71.6% | -13.8% |
| YTD | +0.3% | +66.4% | -66.1% | -11.5% |
| 1Y | -6.4% | +123.4% | -129.8% | -23.7% |
| 3Y | +43.1% | +33.2% | +9.9% | +26.2% |
| 5Y | +42.1% | -52.0% | +94.1% | +53.2% |
| 10Y | +220.9% | +33.6% | +187.3% | +148.9% |
| All | +2,316.3% | +2,685.0% | -368.7% | +729.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling