+238.6%
SCHD vs ILMN
+28.7%
+209.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | 0.0% |
| 7D | -2.0% | -5.4% | +3.4% | -1.1% |
| 30D | -0.4% | +7.0% | -7.4% | -1.6% |
| 3M | +5.7% | +24.2% | -18.5% | +1.7% |
| 6M | +11.9% | +69.9% | -58.0% | +2.0% |
| YTD | +26.4% | +57.4% | -31.0% | +16.2% |
| 1Y | +27.6% | +107.9% | -80.3% | +10.9% |
| 3Y | +54.9% | +37.1% | +17.8% | +40.8% |
| 5Y | +60.9% | -53.7% | +114.6% | +73.1% |
| All | +238.6% | +28.7% | +209.9% | +196.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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