+58.0%
ILMN vs ED
+143.7%
-85.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | +0.7% | -1.7% | +2.5% | +1.0% |
| 30D | -22.7% | +10.7% | -33.4% | -24.4% |
| 3M | +8.6% | +11.6% | -3.0% | +6.0% |
| 6M | +43.8% | +13.5% | +30.3% | +39.7% |
| YTD | +59.8% | +23.1% | +36.6% | +52.2% |
| 1Y | +71.8% | +23.1% | +48.7% | +63.5% |
| 3Y | +119.0% | +47.9% | +71.0% | +95.0% |
| 5Y | -43.8% | +83.9% | -127.7% | -52.2% |
| All | +58.0% | +143.7% | -85.8% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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