+112.2%
ILMN vs INDA
+16.9%
+95.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.0% | +2.6% | +3.1% |
| 7D | -2.6% | +6.1% | -8.7% | -5.2% |
| 30D | -20.6% | +11.7% | -32.3% | -24.9% |
| 3M | +17.5% | +2.1% | +15.4% | +16.5% |
| 6M | +55.6% | +3.2% | +52.5% | +53.4% |
| YTD | +68.3% | -4.9% | +73.2% | +74.1% |
| 1Y | +81.1% | -4.4% | +85.5% | +86.6% |
| 3Y | +112.2% | +17.6% | +94.6% | +47.9% |
| All | +112.2% | +16.9% | +95.2% | +47.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling