+58.0%
ILMN vs INDA
+115.8%
-57.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | +0.7% | +3.1% | -2.3% | -1.0% |
| 30D | -22.7% | +9.1% | -31.9% | -26.9% |
| 3M | +8.6% | +3.2% | +5.4% | +6.2% |
| 6M | +43.8% | +8.5% | +35.3% | +36.2% |
| YTD | +59.8% | -4.6% | +64.4% | +63.0% |
| 1Y | +71.8% | -5.5% | +77.3% | +76.3% |
| 3Y | +119.0% | +16.7% | +102.3% | +96.0% |
| 5Y | -43.8% | +9.0% | -52.8% | -47.5% |
| All | +58.0% | +115.8% | -57.9% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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