+27.8%
ILMN vs XME
+412.4%
-384.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.2% | -2.6% |
| 7D | -3.9% | -0.2% | -3.6% | -3.8% |
| 30D | +6.9% | +1.4% | +5.5% | +6.3% |
| 3M | +28.1% | +2.7% | +25.4% | +25.8% |
| 6M | +65.0% | +6.5% | +58.4% | +58.4% |
| YTD | +56.3% | +15.2% | +41.1% | +43.3% |
| 1Y | +108.7% | +43.5% | +65.2% | +72.7% |
| 3Y | +33.1% | +135.9% | -102.8% | -12.4% |
| 5Y | -54.1% | +181.5% | -235.6% | -72.3% |
| 10Y | +27.8% | +436.9% | -409.0% | -47.9% |
| All | +27.8% | +412.4% | -384.6% | -47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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