-53.1%
ILMN vs INDA
+7.2%
-60.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.6% | -2.0% |
| 7D | +1.9% | -1.0% | +2.9% | +2.7% |
| 30D | +12.3% | -2.5% | +14.8% | +14.6% |
| 3M | +33.5% | +4.0% | +29.6% | +29.3% |
| 6M | +69.4% | -1.8% | +71.2% | +71.2% |
| YTD | +60.9% | -9.2% | +70.1% | +73.4% |
| 1Y | +115.0% | -7.2% | +122.2% | +126.6% |
| 3Y | +37.0% | +9.8% | +27.2% | +18.6% |
| 5Y | -53.1% | +7.5% | -60.6% | -59.1% |
| All | -53.1% | +7.2% | -60.3% | -59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling