-51.4%
ILMN vs RACE
+93.6%
-145.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.4% | -0.6% |
| 7D | +1.2% | -2.5% | +3.7% | +2.5% |
| 30D | +9.2% | +0.8% | +8.4% | +8.8% |
| 3M | +29.8% | +17.2% | +12.7% | +19.7% |
| 6M | +69.2% | +13.6% | +55.6% | +57.3% |
| YTD | +66.4% | +12.2% | +54.2% | +54.3% |
| 1Y | +123.4% | -16.3% | +139.7% | +140.1% |
| 3Y | +33.2% | +36.4% | -3.3% | -4.1% |
| All | -51.4% | +93.6% | -145.0% | -74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling