+13.9%
IEMG vs ILMN
+92.1%
-78.3%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.9% | +5.8% | +1.5% |
| 7D | -3.1% | -21.6% | +18.5% | -0.2% |
| 30D | -10.3% | -22.9% | +12.5% | -7.6% |
| 3M | -6.6% | +11.6% | -18.2% | -8.3% |
| 6M | -3.9% | +62.5% | -66.4% | -9.9% |
| YTD | +12.4% | +72.7% | -60.3% | +3.3% |
| 1Y | +13.9% | +93.9% | -80.0% | +2.6% |
| All | +13.9% | +92.1% | -78.3% | +2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling