+914.8%
IGV vs ILMN
+3,680.8%
-2,766.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -0.6% |
| 7D | -5.2% | -9.7% | +4.5% | -3.3% |
| 30D | -10.0% | -20.4% | +10.4% | -6.2% |
| 3M | -0.5% | +10.0% | -10.6% | -3.5% |
| 6M | +12.6% | +49.5% | -36.9% | +2.3% |
| YTD | -6.4% | +62.5% | -68.9% | -16.9% |
| 1Y | -9.5% | +76.0% | -85.5% | -21.0% |
| 3Y | +41.7% | +94.2% | -52.5% | +17.0% |
| 5Y | +12.7% | -46.3% | +59.0% | +17.5% |
| 10Y | +354.1% | +62.7% | +291.3% | +282.8% |
| All | +914.8% | +3,680.8% | -2,766.0% | +314.7% |
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