+56.0%
ILMN vs EFV
+163.3%
-107.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.5% |
| 7D | -2.9% | +2.5% | -5.4% | -5.0% |
| 30D | -23.8% | +2.9% | -26.7% | -25.8% |
| 3M | +7.5% | -1.4% | +8.9% | +8.8% |
| 6M | +42.8% | +5.5% | +37.2% | +35.6% |
| YTD | +57.8% | +16.1% | +41.8% | +36.2% |
| 1Y | +72.6% | +20.3% | +52.3% | +44.1% |
| 3Y | +129.3% | +90.4% | +38.9% | +25.4% |
| 5Y | -44.5% | +93.5% | -138.0% | -70.1% |
| All | +56.0% | +163.3% | -107.3% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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