+322.2%
ILMN vs INDA
+122.4%
+199.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.7% | -0.8% |
| 7D | -6.0% | +3.1% | -9.1% | -7.5% |
| 30D | -23.0% | +11.3% | -34.3% | -27.5% |
| 3M | +10.4% | +3.0% | +7.4% | +8.4% |
| 6M | +49.4% | +6.5% | +42.9% | +43.7% |
| YTD | +62.3% | -4.6% | +66.9% | +65.1% |
| 1Y | +73.7% | -5.8% | +79.4% | +77.8% |
| 3Y | +122.5% | +16.8% | +105.7% | +102.5% |
| 5Y | -43.2% | +10.4% | -53.6% | -46.5% |
| 10Y | +59.0% | +116.8% | -57.9% | +6.7% |
| All | +322.2% | +122.4% | +199.9% | +167.6% |
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