+58.0%
ILMN vs RMD
+344.9%
-287.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.7% | -1.6% |
| 7D | +0.7% | -0.2% | +0.9% | +0.8% |
| 30D | -22.7% | +1.6% | -24.4% | -23.1% |
| 3M | +8.6% | +6.0% | +2.6% | +6.4% |
| 6M | +43.8% | +17.9% | +25.9% | +34.0% |
| YTD | +59.8% | 0.0% | +59.8% | +58.3% |
| 1Y | +71.8% | -4.5% | +76.3% | +73.4% |
| 3Y | +119.0% | +70.8% | +48.2% | +66.1% |
| 5Y | -43.8% | -2.0% | -41.8% | -46.8% |
| All | +58.0% | +344.9% | -287.0% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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