+4.7%
IEF vs ILMN
+25.5%
-20.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | -0.3% |
| 7D | -0.3% | -3.9% | +3.6% | -0.3% |
| 30D | -0.6% | +6.9% | -7.5% | -0.7% |
| 3M | -1.0% | +28.1% | -29.1% | -1.3% |
| 6M | -3.1% | +65.0% | -68.0% | -3.6% |
| YTD | -1.9% | +56.3% | -58.2% | -2.4% |
| 1Y | -1.4% | +108.7% | -110.1% | -2.1% |
| 3Y | +9.8% | +33.1% | -23.3% | +9.2% |
| 5Y | -8.8% | -54.1% | +45.3% | -10.1% |
| 10Y | +4.7% | +27.8% | -23.2% | +4.8% |
| All | +4.7% | +25.5% | -20.8% | +4.8% |
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