+70.5%
ILMN vs USFR
+28.5%
+42.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | -2.6% | +0.1% | -2.6% | -2.5% |
| 30D | -20.6% | +0.4% | -21.0% | -20.2% |
| 3M | +17.5% | +1.1% | +16.4% | +19.2% |
| 6M | +55.6% | +2.0% | +53.6% | +59.9% |
| YTD | +68.3% | +3.4% | +64.9% | +76.3% |
| 1Y | +81.1% | +4.1% | +77.0% | +91.5% |
| 3Y | +112.2% | +14.3% | +97.8% | +159.5% |
| 5Y | -42.6% | +21.3% | -63.9% | -23.9% |
| 10Y | +70.5% | +28.5% | +42.0% | +128.0% |
| All | +70.5% | +28.5% | +42.0% | +128.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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