+218.1%
IAU vs ILMN
+28.5%
+189.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.3% | +1.6% | -1.6% |
| 7D | +0.7% | +1.9% | -1.2% | +0.7% |
| 30D | +0.3% | +12.3% | -12.0% | -0.1% |
| 3M | +0.7% | +33.5% | -32.8% | -0.4% |
| 6M | -15.5% | +69.4% | -84.9% | -17.2% |
| YTD | +1.0% | +60.9% | -60.0% | -0.9% |
| 1Y | +19.6% | +115.0% | -95.4% | +16.1% |
| 3Y | +125.4% | +37.0% | +88.4% | +121.2% |
| 5Y | +140.7% | -53.1% | +193.9% | +142.4% |
| 10Y | +218.1% | +27.6% | +190.6% | +209.4% |
| All | +218.1% | +28.5% | +189.7% | +209.4% |
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