+513.3%
XRT vs ILMN
+1,577.9%
-1,064.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.5% | +1.3% |
| 7D | +0.8% | +1.2% | -0.4% | +0.5% |
| 30D | -4.2% | +9.2% | -13.4% | -6.4% |
| 3M | +5.1% | +29.8% | -24.8% | -1.7% |
| 6M | +2.4% | +69.2% | -66.8% | -10.3% |
| YTD | +3.2% | +66.4% | -63.2% | -9.8% |
| 1Y | +1.5% | +123.4% | -121.9% | -18.3% |
| 3Y | +40.6% | +33.2% | +7.4% | +24.3% |
| 5Y | -1.0% | -52.0% | +51.0% | +6.7% |
| 10Y | +128.4% | +33.6% | +94.8% | +87.0% |
| All | +513.3% | +1,577.9% | -1,064.5% | +163.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling