+59.8%
ILMN vs MOD
+911.6%
-851.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.7% | -3.2% | +1.7% |
| 7D | -9.7% | -25.5% | +15.9% | -6.4% |
| 30D | -20.4% | -49.0% | +28.6% | -13.6% |
| 3M | +10.0% | -49.8% | +59.8% | +19.2% |
| 6M | +49.5% | -64.8% | +114.3% | +67.3% |
| YTD | +62.5% | -27.6% | +90.1% | +64.2% |
| 1Y | +76.0% | -35.2% | +111.2% | +79.6% |
| 3Y | +94.2% | +137.1% | -43.0% | +61.9% |
| 5Y | -46.3% | +760.3% | -806.6% | -62.9% |
| All | +59.8% | +911.6% | -851.8% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 10y: compounded portfolio wealth divided by compounded MOD 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…
10y analysis · Full analysis span regression · 6 months rolling