+145.4%
IEMG vs ILMN
+398.5%
-253.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.2% | +1.9% |
| 7D | +2.2% | +1.2% | +1.0% | +2.0% |
| 30D | +4.6% | +9.2% | -4.6% | +2.8% |
| 3M | +0.4% | +29.8% | -29.5% | -4.7% |
| 6M | +16.4% | +69.2% | -52.8% | +4.9% |
| YTD | +25.4% | +66.4% | -40.9% | +13.0% |
| 1Y | +38.3% | +123.4% | -85.1% | +16.6% |
| 3Y | +84.1% | +33.2% | +50.9% | +66.6% |
| 5Y | +49.0% | -52.0% | +101.0% | +60.3% |
| 10Y | +141.8% | +33.6% | +108.2% | +107.5% |
| All | +145.4% | +398.5% | -253.1% | +72.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling