+56.0%
ILMN vs XHB
+237.3%
-181.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -2.0% | -1.7% |
| 7D | -2.9% | -0.2% | -2.7% | -2.7% |
| 30D | -23.8% | +9.9% | -33.8% | -28.6% |
| 3M | +7.5% | -6.3% | +13.7% | +10.8% |
| 6M | +42.8% | +3.8% | +38.9% | +36.8% |
| YTD | +57.8% | +0.1% | +57.7% | +52.5% |
| 1Y | +72.6% | -0.8% | +73.4% | +67.5% |
| 3Y | +129.3% | +35.6% | +93.7% | +80.8% |
| 5Y | -44.5% | +29.6% | -74.1% | -56.1% |
| All | +56.0% | +237.3% | -181.3% | -24.7% |
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