+24.3%
IGV vs ILMN
-51.3%
+75.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.7% | -1.8% |
| 7D | -4.5% | +1.2% | -5.7% | -4.8% |
| 30D | +3.2% | +9.2% | -6.0% | +0.6% |
| 3M | +4.5% | +29.8% | -25.3% | -3.2% |
| 6M | +22.1% | +69.2% | -47.1% | +4.6% |
| YTD | -1.0% | +66.4% | -67.4% | -15.4% |
| 1Y | -2.1% | +123.4% | -125.5% | -24.3% |
| 3Y | +44.6% | +33.2% | +11.4% | +26.5% |
| All | +24.3% | -51.3% | +75.6% | +67.4% |
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