+52.7%
IEFA vs ILMN
-52.9%
+105.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | -0.1% |
| 7D | +1.2% | +1.9% | -0.7% | +0.9% |
| 30D | -0.6% | +12.3% | -12.9% | -2.4% |
| 3M | +6.2% | +33.5% | -27.3% | +1.4% |
| 6M | +11.2% | +69.4% | -58.2% | +2.1% |
| YTD | +14.2% | +60.9% | -46.7% | +5.2% |
| 1Y | +20.0% | +115.0% | -95.0% | +4.8% |
| 3Y | +68.8% | +37.0% | +31.8% | +55.1% |
| 5Y | +52.7% | -53.1% | +105.8% | +68.1% |
| All | +52.7% | -52.9% | +105.6% | +68.1% |
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