+58.0%
ILMN vs FLR
+8.6%
+49.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.2% |
| 7D | +0.7% | +10.1% | -9.3% | -0.8% |
| 30D | -22.7% | -0.5% | -22.3% | -22.6% |
| 3M | +8.6% | -4.8% | +13.4% | +9.4% |
| 6M | +43.8% | +10.7% | +33.1% | +40.3% |
| YTD | +59.8% | +25.0% | +34.8% | +51.8% |
| 1Y | +71.8% | +8.3% | +63.5% | +66.8% |
| 3Y | +119.0% | +36.8% | +82.2% | +101.0% |
| 5Y | -43.8% | +121.8% | -165.6% | -52.4% |
| All | +58.0% | +8.6% | +49.4% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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