-51.4%
ILMN vs ETR
+127.8%
-179.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | +1.2% | +1.4% | -0.2% | +0.8% |
| 30D | +9.2% | +1.0% | +8.2% | +8.8% |
| 3M | +29.8% | -1.3% | +31.1% | +30.1% |
| 6M | +69.2% | +1.9% | +67.3% | +67.2% |
| YTD | +66.4% | +18.2% | +48.2% | +56.5% |
| 1Y | +123.4% | +24.7% | +98.7% | +106.3% |
| 3Y | +33.2% | +150.7% | -117.5% | -8.9% |
| All | -51.4% | +127.8% | -179.2% | -64.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling