+27.8%
ILMN vs USFR
+28.0%
-0.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -3.9% | +0.1% | -3.9% | -3.8% |
| 30D | +6.9% | +0.3% | +6.6% | +7.3% |
| 3M | +28.1% | +1.0% | +27.1% | +29.7% |
| 6M | +65.0% | +1.9% | +63.0% | +69.0% |
| YTD | +56.3% | +2.7% | +53.6% | +61.6% |
| 1Y | +108.7% | +4.0% | +104.7% | +119.6% |
| 3Y | +33.1% | +14.0% | +19.0% | +59.9% |
| 5Y | -54.1% | +20.4% | -74.5% | -41.0% |
| 10Y | +27.8% | +28.0% | -0.2% | +60.5% |
| All | +27.8% | +28.0% | -0.2% | +60.5% |
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