+123.4%
ILMN vs ETR
+23.8%
+99.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.6% |
| 7D | +1.2% | +1.4% | -0.2% | +1.4% |
| 30D | +9.2% | +1.0% | +8.2% | +9.3% |
| 3M | +29.8% | -1.3% | +31.1% | +30.1% |
| 6M | +69.2% | +1.9% | +67.3% | +71.0% |
| YTD | +66.4% | +18.2% | +48.2% | +67.3% |
| 1Y | +123.4% | +24.7% | +98.7% | +135.7% |
| All | +123.4% | +23.8% | +99.6% | +135.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 1y: compounded portfolio wealth divided by compounded ETR 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…
1y analysis · Full analysis span regression · 6 months rolling