+31.6%
ILMN vs ETR
+293.3%
-261.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.2% | -4.5% | -3.7% |
| 7D | +1.9% | +1.4% | +0.5% | +1.4% |
| 30D | +12.3% | +1.9% | +10.4% | +11.5% |
| 3M | +33.5% | +1.0% | +32.6% | +32.9% |
| 6M | +69.4% | +4.8% | +64.5% | +65.4% |
| YTD | +60.9% | +19.5% | +41.4% | +49.6% |
| 1Y | +115.0% | +28.1% | +86.9% | +94.8% |
| 3Y | +37.0% | +151.1% | -114.1% | -6.0% |
| 5Y | -53.1% | +125.2% | -178.3% | -66.6% |
| All | +31.6% | +293.3% | -261.7% | -21.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling