+152.6%
XRT vs ILMN
+61.7%
+90.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.6% | +0.1% | +2.8% |
| 7D | +2.5% | -2.6% | +5.0% | +2.9% |
| 30D | +10.3% | -20.6% | +31.0% | +15.7% |
| 3M | +2.4% | +17.5% | -15.1% | -4.1% |
| 6M | +10.0% | +55.6% | -45.6% | -5.1% |
| YTD | +9.5% | +68.3% | -58.8% | -8.5% |
| 1Y | +17.2% | +81.1% | -64.0% | -4.2% |
| 3Y | +62.0% | +112.2% | -50.2% | +20.5% |
| 5Y | -2.1% | -42.6% | +40.5% | +0.9% |
| 10Y | +152.6% | +70.5% | +82.1% | +108.5% |
| All | +152.6% | +61.7% | +90.9% | +108.5% |
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