+593.7%
SCHD vs ILMN
+721.6%
-127.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.3% | 0.0% |
| 7D | +1.4% | +0.7% | +0.7% | +1.3% |
| 30D | +7.7% | -22.7% | +30.4% | +10.8% |
| 3M | +5.7% | +8.6% | -2.9% | +3.4% |
| 6M | +14.9% | +43.8% | -28.9% | +7.9% |
| YTD | +34.2% | +59.8% | -25.6% | +23.4% |
| 1Y | +36.8% | +71.8% | -35.0% | +24.4% |
| 3Y | +73.2% | +119.0% | -45.8% | +47.9% |
| 5Y | +62.8% | -43.8% | +106.6% | +64.2% |
| 10Y | +257.2% | +56.4% | +200.8% | +212.2% |
| All | +593.7% | +721.6% | -127.8% | +415.4% |
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