+288.3%
IBKR vs ILMN
+32.3%
+256.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.2% |
| 7D | +1.3% | -3.9% | +5.2% | +2.0% |
| 30D | -0.3% | +6.9% | -7.2% | -1.5% |
| 3M | +4.7% | +28.1% | -23.4% | +0.2% |
| 6M | +34.0% | +65.0% | -30.9% | +22.7% |
| YTD | +40.8% | +56.3% | -15.5% | +29.5% |
| 1Y | +45.7% | +108.7% | -63.0% | +27.0% |
| All | +288.3% | +32.3% | +256.0% | +259.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling