+66.2%
IEFA vs ILMN
+126.6%
-60.3%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.1% | -0.2% |
| 7D | +1.1% | -9.8% | +10.9% | +2.2% |
| 30D | +0.7% | -22.7% | +23.4% | +3.1% |
| 3M | -3.4% | +12.1% | -15.4% | -5.4% |
| 6M | +1.5% | +51.5% | -50.0% | -4.3% |
| YTD | +10.4% | +63.9% | -53.5% | +2.7% |
| 1Y | +13.4% | +76.6% | -63.2% | +4.5% |
| All | +66.2% | +126.6% | -60.3% | +44.9% |
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 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