+49.9%
IEMG vs ILMN
-54.6%
+104.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.3% | -0.1% |
| 7D | +1.6% | -3.9% | +5.5% | +2.2% |
| 30D | +4.6% | +6.9% | -2.2% | +3.5% |
| 3M | +4.8% | +28.1% | -23.3% | +0.7% |
| 6M | +16.8% | +65.0% | -48.1% | +7.7% |
| YTD | +24.8% | +56.3% | -31.5% | +15.7% |
| 1Y | +34.3% | +108.7% | -74.4% | +18.0% |
| 3Y | +87.0% | +33.1% | +53.9% | +72.4% |
| 5Y | +49.9% | -54.1% | +104.1% | +68.4% |
| All | +49.9% | -54.6% | +104.5% | +68.4% |
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