+27.8%
ILMN vs EFV
+162.1%
-134.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.0% |
| 7D | -3.9% | -0.5% | -3.4% | -3.3% |
| 30D | +6.9% | 0.0% | +6.9% | +7.0% |
| 3M | +28.1% | +8.4% | +19.7% | +18.9% |
| 6M | +65.0% | +12.3% | +52.6% | +47.8% |
| YTD | +56.3% | +17.4% | +38.9% | +33.4% |
| 1Y | +108.7% | +27.1% | +81.6% | +65.5% |
| 3Y | +33.1% | +90.7% | -57.6% | -27.9% |
| 5Y | -54.1% | +95.6% | -149.7% | -75.7% |
| 10Y | +27.8% | +165.3% | -137.5% | -49.9% |
| All | +27.8% | +162.1% | -134.3% | -49.9% |
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