+332.7%
ILMN vs INDA
+115.1%
+217.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.5% | -1.5% |
| 7D | +1.2% | +0.7% | +0.5% | +0.8% |
| 30D | +9.2% | -0.8% | +10.0% | +9.6% |
| 3M | +29.8% | +3.9% | +25.9% | +27.2% |
| 6M | +69.2% | -0.7% | +69.9% | +69.3% |
| YTD | +66.4% | -7.7% | +74.0% | +72.7% |
| 1Y | +123.4% | -5.1% | +128.5% | +128.3% |
| 3Y | +33.2% | +13.6% | +19.5% | +23.4% |
| 5Y | -52.0% | +7.8% | -59.8% | -54.0% |
| 10Y | +33.6% | +84.6% | -51.0% | -3.5% |
| All | +332.7% | +115.1% | +217.6% | +180.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling