+94.2%
ILMN vs ETR
+146.5%
-52.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.2% | +2.4% |
| 7D | -9.7% | +0.4% | -10.1% | -9.7% |
| 30D | -20.4% | +7.5% | -27.9% | -20.9% |
| 3M | +10.0% | +4.4% | +5.6% | +9.7% |
| 6M | +49.5% | -1.5% | +51.0% | +50.1% |
| YTD | +62.5% | +21.8% | +40.7% | +56.8% |
| 1Y | +76.0% | +18.4% | +57.6% | +70.9% |
| 3Y | +94.2% | +148.5% | -54.4% | +39.3% |
| All | +94.2% | +146.5% | -52.3% | +39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling