+148.2%
IEFA vs ILMN
+59.3%
+88.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.4% |
| 7D | -1.1% | -6.0% | +4.9% | 0.0% |
| 30D | +1.3% | -23.0% | +24.3% | +5.4% |
| 3M | -3.2% | +10.4% | -13.6% | -6.1% |
| 6M | +2.0% | +49.4% | -47.4% | -6.8% |
| YTD | +10.7% | +62.3% | -51.7% | -1.0% |
| 1Y | +13.0% | +73.7% | -60.7% | -0.3% |
| 3Y | +67.1% | +122.5% | -55.4% | +34.7% |
| 5Y | +49.4% | -43.2% | +92.6% | +55.4% |
| 10Y | +148.2% | +59.0% | +89.2% | +117.9% |
| All | +148.2% | +59.3% | +88.9% | +117.9% |
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