+1,045.4%
ILMN vs RBA
+3,369.9%
-2,324.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | +1.2% | -2.9% | +4.1% | +2.2% |
| 30D | +9.2% | -12.3% | +21.5% | +13.4% |
| 3M | +29.8% | -20.5% | +50.4% | +38.1% |
| 6M | +69.2% | -18.5% | +87.7% | +78.1% |
| YTD | +66.4% | -18.2% | +84.6% | +74.1% |
| 1Y | +123.4% | -27.5% | +150.9% | +142.3% |
| 3Y | +33.2% | +38.1% | -4.9% | +16.5% |
| 5Y | -52.0% | +44.8% | -96.8% | -59.5% |
| 10Y | +33.6% | +187.1% | -153.5% | -13.5% |
| All | +1,045.4% | +3,369.9% | -2,324.6% | +158.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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