+1,410.3%
IBKR vs ILMN
+1,156.3%
+254.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.1% |
| 7D | +1.3% | -3.9% | +5.2% | +2.2% |
| 30D | -0.3% | +6.9% | -7.2% | -1.9% |
| 3M | +4.7% | +28.1% | -23.4% | -1.3% |
| 6M | +34.0% | +65.0% | -30.9% | +19.2% |
| YTD | +40.8% | +56.3% | -15.5% | +26.0% |
| 1Y | +45.7% | +108.7% | -63.0% | +21.0% |
| 3Y | +288.4% | +33.1% | +255.3% | +243.9% |
| 5Y | +487.2% | -54.1% | +541.3% | +539.9% |
| 10Y | +991.2% | +27.8% | +963.4% | +778.6% |
| All | +1,410.3% | +1,156.3% | +254.0% | +468.2% |
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