+204.4%
IEFA vs ILMN
+372.9%
-168.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.3% |
| 7D | +2.2% | -2.9% | +5.1% | +2.7% |
| 30D | +1.1% | -23.8% | +24.9% | +5.1% |
| 3M | -4.3% | +7.5% | -11.7% | -6.5% |
| 6M | +1.4% | +42.8% | -41.4% | -6.0% |
| YTD | +10.1% | +57.8% | -47.8% | -0.2% |
| 1Y | +12.9% | +72.6% | -59.7% | +0.7% |
| 3Y | +65.8% | +129.3% | -63.6% | +35.6% |
| 5Y | +47.7% | -44.5% | +92.2% | +51.4% |
| 10Y | +146.8% | +54.5% | +92.3% | +109.2% |
| All | +204.4% | +372.9% | -168.6% | +111.6% |
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