+94.2%
ILMN vs XHB
+36.1%
+58.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +3.2% |
| 7D | -9.7% | +1.3% | -11.0% | -10.6% |
| 30D | -20.4% | +7.8% | -28.2% | -24.1% |
| 3M | +10.0% | -5.5% | +15.5% | +12.8% |
| 6M | +49.5% | -2.6% | +52.1% | +49.5% |
| YTD | +62.5% | +0.4% | +62.1% | +56.6% |
| 1Y | +76.0% | -1.0% | +77.0% | +70.9% |
| 3Y | +94.2% | +37.3% | +56.9% | +27.8% |
| All | +94.2% | +36.1% | +58.1% | +27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling