-8.3%
IEF vs ILMN
-52.9%
+44.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | 0.0% |
| 7D | +0.1% | +1.9% | -1.8% | 0.0% |
| 30D | -0.7% | +12.3% | -13.0% | -1.1% |
| 3M | -0.4% | +33.5% | -34.0% | -1.3% |
| 6M | -2.5% | +69.4% | -71.9% | -4.0% |
| YTD | -1.6% | +60.9% | -62.5% | -3.0% |
| 1Y | -1.3% | +115.0% | -116.3% | -3.6% |
| 3Y | +10.1% | +37.0% | -26.9% | +8.6% |
| 5Y | -8.3% | -53.1% | +44.8% | -10.0% |
| All | -8.3% | -52.9% | +44.6% | -10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling