+144.8%
IEMG vs ILMN
+25.5%
+119.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.3% | 0.0% |
| 7D | +1.6% | -3.9% | +5.5% | +2.4% |
| 30D | +4.6% | +6.9% | -2.2% | +3.1% |
| 3M | +4.8% | +28.1% | -23.3% | -0.6% |
| 6M | +16.8% | +65.0% | -48.1% | +5.1% |
| YTD | +24.8% | +56.3% | -31.5% | +13.0% |
| 1Y | +34.3% | +108.7% | -74.4% | +13.4% |
| 3Y | +87.0% | +33.1% | +53.9% | +68.1% |
| 5Y | +49.9% | -54.1% | +104.1% | +67.2% |
| 10Y | +144.8% | +27.8% | +116.9% | +101.5% |
| All | +144.8% | +25.5% | +119.3% | +101.5% |
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