+141.1%
XRT vs ILMN
+59.3%
+81.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.2% |
| 7D | -1.4% | -6.0% | +4.6% | 0.0% |
| 30D | +9.8% | -23.0% | +32.8% | +15.9% |
| 3M | +3.3% | +10.4% | -7.1% | -1.7% |
| 6M | +13.6% | +49.4% | -35.8% | -1.0% |
| YTD | +9.1% | +62.3% | -53.3% | -8.1% |
| 1Y | +15.1% | +73.7% | -58.6% | -4.9% |
| 3Y | +59.9% | +122.5% | -62.6% | +17.4% |
| 5Y | -1.7% | -43.2% | +41.4% | +1.4% |
| 10Y | +141.1% | +59.0% | +82.2% | +101.4% |
| All | +141.1% | +59.3% | +81.9% | +101.4% |
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 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