-42.6%
ILMN vs INDA
+9.4%
-52.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.0% | +2.6% | +2.8% |
| 7D | -2.6% | +6.1% | -8.7% | -6.9% |
| 30D | -20.6% | +11.7% | -32.3% | -27.4% |
| 3M | +17.5% | +2.1% | +15.4% | +15.3% |
| 6M | +55.6% | +3.2% | +52.5% | +51.1% |
| YTD | +68.3% | -4.9% | +73.2% | +74.6% |
| 1Y | +81.1% | -4.4% | +85.5% | +86.8% |
| 3Y | +112.2% | +17.6% | +94.6% | +71.2% |
| 5Y | -42.6% | +9.9% | -52.4% | -50.5% |
| All | -42.6% | +9.4% | -52.0% | -50.5% |
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 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