+146.5%
IEFA vs ILMN
+25.5%
+121.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | -0.6% |
| 7D | -0.5% | -3.9% | +3.4% | +0.2% |
| 30D | -1.1% | +6.9% | -8.0% | -2.4% |
| 3M | +5.1% | +28.1% | -23.0% | +0.1% |
| 6M | +9.3% | +65.0% | -55.6% | -0.8% |
| YTD | +13.0% | +56.3% | -43.3% | +3.0% |
| 1Y | +19.2% | +108.7% | -89.5% | +2.0% |
| 3Y | +67.0% | +33.1% | +33.9% | +51.5% |
| 5Y | +51.1% | -54.1% | +105.2% | +65.1% |
| 10Y | +146.5% | +27.8% | +118.7% | +112.1% |
| All | +146.5% | +25.5% | +121.0% | +112.1% |
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 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