+357.9%
IGV vs ILMN
+28.5%
+329.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | -0.8% |
| 7D | -3.3% | +1.9% | -5.2% | -3.9% |
| 30D | 0.0% | +12.3% | -12.3% | -3.8% |
| 3M | +7.3% | +33.5% | -26.2% | -2.6% |
| 6M | +16.7% | +69.4% | -52.6% | -2.1% |
| YTD | -2.8% | +60.9% | -63.8% | -17.8% |
| 1Y | -6.7% | +115.0% | -121.6% | -29.3% |
| 3Y | +41.1% | +37.0% | +4.1% | +18.2% |
| 5Y | +22.0% | -53.1% | +75.1% | +44.2% |
| 10Y | +357.9% | +27.6% | +330.4% | +293.6% |
| All | +357.9% | +28.5% | +329.5% | +293.6% |
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