+133.2%
XRT vs ILMN
+54.3%
+78.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.7% |
| 7D | +1.7% | -2.9% | +4.6% | +2.5% |
| 30D | +7.5% | -23.8% | +31.3% | +13.8% |
| 3M | +2.2% | +7.5% | -5.3% | -2.1% |
| 6M | +14.7% | +42.8% | -28.1% | +1.2% |
| YTD | +7.5% | +57.8% | -50.3% | -8.7% |
| 1Y | +14.1% | +72.6% | -58.5% | -5.6% |
| 3Y | +58.8% | +129.3% | -70.6% | +15.5% |
| 5Y | -3.9% | -44.5% | +40.6% | -0.2% |
| All | +133.2% | +54.3% | +78.9% | +95.6% |
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