+174.3%
XLE vs ILMN
+33.5%
+140.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.6% |
| 7D | +2.2% | +1.2% | +1.0% | +2.0% |
| 30D | +11.8% | +9.2% | +2.6% | +10.0% |
| 3M | +9.8% | +29.8% | -20.0% | +4.9% |
| 6M | +15.6% | +69.2% | -53.6% | +5.2% |
| YTD | +45.3% | +66.4% | -21.1% | +32.0% |
| 1Y | +48.3% | +123.4% | -75.1% | +26.7% |
| 3Y | +55.4% | +33.2% | +22.3% | +41.7% |
| 5Y | +216.1% | -52.0% | +268.1% | +246.3% |
| All | +174.3% | +33.5% | +140.7% | +130.7% |
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