+566.6%
SCHD vs ILMN
+755.6%
-189.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.6% |
| 7D | -0.3% | +1.2% | -1.5% | -0.5% |
| 30D | +3.4% | +9.2% | -5.7% | +2.1% |
| 3M | +7.6% | +29.8% | -22.2% | +3.5% |
| 6M | +12.2% | +69.2% | -57.0% | +3.6% |
| YTD | +29.0% | +66.4% | -37.4% | +19.0% |
| 1Y | +30.3% | +123.4% | -93.1% | +14.4% |
| 3Y | +56.1% | +33.2% | +23.0% | +44.4% |
| 5Y | +60.4% | -52.0% | +112.4% | +67.0% |
| 10Y | +241.3% | +33.6% | +207.7% | +203.7% |
| All | +566.6% | +755.6% | -189.0% | +397.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling