+148.1%
XRT vs ILMN
+60.6%
+87.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.5% | -4.2% | -2.3% |
| 7D | +0.9% | -9.7% | +10.6% | +3.2% |
| 30D | +7.9% | -20.4% | +28.4% | +13.0% |
| 3M | -0.2% | +10.0% | -10.2% | -4.9% |
| 6M | +5.6% | +49.5% | -43.9% | -8.0% |
| YTD | +5.7% | +62.5% | -56.8% | -10.9% |
| 1Y | +14.6% | +76.0% | -61.4% | -5.6% |
| 3Y | +50.7% | +94.2% | -43.5% | +14.9% |
| 5Y | -4.8% | -46.3% | +41.5% | -0.3% |
| All | +148.1% | +60.6% | +87.5% | +109.5% |
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