+58.0%
ILMN vs ES
+96.6%
-38.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.9% |
| 7D | +0.7% | -1.1% | +1.8% | +1.0% |
| 30D | -22.7% | +8.2% | -30.9% | -24.9% |
| 3M | +8.6% | +0.6% | +8.0% | +7.9% |
| 6M | +43.8% | +6.0% | +37.8% | +40.0% |
| YTD | +59.8% | +9.3% | +50.4% | +53.4% |
| 1Y | +71.8% | +1.1% | +70.7% | +68.8% |
| 3Y | +119.0% | +51.9% | +67.1% | +82.5% |
| 5Y | -43.8% | +6.5% | -50.3% | -47.0% |
| All | +58.0% | +96.6% | -38.7% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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