+59.7%
ILMN vs XHB
+248.4%
-188.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.6% | 0.0% | -1.1% |
| 7D | -9.8% | +1.2% | -10.9% | -10.6% |
| 30D | -22.7% | +8.9% | -31.6% | -27.1% |
| 3M | +12.1% | -4.2% | +16.2% | +13.9% |
| 6M | +51.5% | +1.4% | +50.1% | +47.4% |
| YTD | +63.9% | +1.2% | +62.6% | +57.3% |
| 1Y | +76.6% | -1.3% | +77.8% | +72.0% |
| 3Y | +124.6% | +36.6% | +88.0% | +76.4% |
| 5Y | -42.7% | +34.3% | -77.0% | -55.5% |
| 10Y | +59.7% | +241.1% | -181.4% | -23.5% |
| All | +59.7% | +248.4% | -188.8% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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