+70.5%
ILMN vs RACE
+738.3%
-667.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +3.3% |
| 7D | -2.6% | +3.9% | -6.5% | -4.4% |
| 30D | -20.6% | +7.4% | -28.1% | -23.4% |
| 3M | +17.5% | +1.6% | +15.9% | +16.3% |
| 6M | +55.6% | +23.3% | +32.3% | +38.7% |
| YTD | +68.3% | +14.7% | +53.7% | +53.7% |
| 1Y | +81.1% | +2.5% | +78.6% | +75.0% |
| 3Y | +112.2% | +28.0% | +84.2% | +70.7% |
| 5Y | -42.6% | +69.8% | -112.4% | -61.6% |
| 10Y | +70.5% | +734.9% | -664.4% | -38.3% |
| All | +70.5% | +738.3% | -667.8% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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