+34.9%
IEMG vs ILMN
-44.2%
+79.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.1% |
| 7D | +5.3% | +0.7% | +4.5% | +5.2% |
| 30D | -7.2% | -22.7% | +15.5% | -3.9% |
| 3M | -8.1% | +8.6% | -16.7% | -9.9% |
| 6M | -6.7% | +43.8% | -50.5% | -12.5% |
| YTD | +11.6% | +59.8% | -48.1% | +2.6% |
| 1Y | +11.4% | +71.8% | -60.4% | +1.2% |
| 3Y | +69.3% | +119.0% | -49.7% | +42.8% |
| 5Y | +34.9% | -43.8% | +78.7% | +41.7% |
| All | +34.9% | -44.2% | +79.1% | +41.7% |
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