+224.2%
XLF vs ILMN
+64.4%
+159.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +1.0% |
| 7D | +1.9% | -9.8% | +11.7% | +3.7% |
| 30D | +6.5% | -22.7% | +29.2% | +10.7% |
| 3M | +1.2% | +12.1% | -10.9% | -2.3% |
| 6M | +14.6% | +51.5% | -36.9% | +4.1% |
| YTD | +7.7% | +63.9% | -56.1% | -4.3% |
| 1Y | +11.8% | +76.6% | -64.8% | -2.2% |
| 3Y | +80.1% | +124.6% | -44.5% | +43.3% |
| 5Y | +59.0% | -42.7% | +101.7% | +65.2% |
| 10Y | +224.2% | +59.7% | +164.5% | +175.2% |
| All | +224.2% | +64.4% | +159.8% | +175.2% |
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