+2.9%
IAU vs ILMN
+92.1%
-89.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -4.9% | +8.6% | +4.2% |
| 7D | -0.3% | -21.6% | +21.3% | +2.4% |
| 30D | -1.9% | -22.9% | +21.0% | +0.8% |
| 3M | -0.4% | +11.6% | -12.0% | -2.2% |
| 6M | -10.1% | +62.5% | -72.7% | -14.6% |
| YTD | -5.9% | +72.7% | -78.6% | -10.8% |
| 1Y | +2.9% | +93.9% | -90.9% | -3.6% |
| All | +2.9% | +92.1% | -89.2% | -3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling