+990.2%
IBKR vs ILMN
+28.7%
+961.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.6% | -0.4% | +1.6% |
| 7D | -1.3% | -5.4% | +4.0% | -0.2% |
| 30D | -0.2% | +7.0% | -7.2% | -1.8% |
| 3M | +3.0% | +24.2% | -21.3% | -2.0% |
| 6M | +33.9% | +69.9% | -36.1% | +18.9% |
| YTD | +42.5% | +57.4% | -14.9% | +27.9% |
| 1Y | +44.9% | +107.9% | -63.0% | +21.3% |
| 3Y | +293.0% | +37.1% | +255.9% | +246.9% |
| 5Y | +497.7% | -53.7% | +551.3% | +564.7% |
| All | +990.2% | +28.7% | +961.5% | +792.0% |
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