+118.4%
IEMG vs ILMN
+378.7%
-260.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.1% |
| 7D | +5.3% | +0.7% | +4.5% | +5.1% |
| 30D | -7.2% | -22.7% | +15.5% | -3.1% |
| 3M | -8.1% | +8.6% | -16.7% | -10.3% |
| 6M | -6.7% | +43.8% | -50.5% | -13.8% |
| YTD | +11.6% | +59.8% | -48.1% | +0.5% |
| 1Y | +11.4% | +71.8% | -60.4% | -1.2% |
| 3Y | +69.3% | +119.0% | -49.7% | +37.9% |
| 5Y | +34.9% | -43.8% | +78.7% | +39.2% |
| 10Y | +132.1% | +56.4% | +75.6% | +94.6% |
| All | +118.4% | +378.7% | -260.3% | +53.0% |
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