+176.5%
XLE vs ILMN
+56.2%
+120.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.8% |
| 7D | +4.4% | +0.7% | +3.6% | +4.2% |
| 30D | -4.3% | -22.7% | +18.5% | -1.0% |
| 3M | +6.0% | +8.6% | -2.6% | +3.3% |
| 6M | +13.2% | +43.8% | -30.6% | +4.9% |
| YTD | +46.7% | +59.8% | -13.0% | +32.5% |
| 1Y | +46.6% | +71.8% | -25.2% | +30.6% |
| 3Y | +69.6% | +119.0% | -49.4% | +38.2% |
| 5Y | +166.5% | -43.8% | +210.4% | +178.1% |
| All | +176.5% | +56.2% | +120.3% | +141.1% |
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 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