+47.8%
IJH vs ILMN
-54.6%
+102.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | -0.5% |
| 7D | -0.7% | -3.9% | +3.1% | +0.1% |
| 30D | -3.8% | +6.9% | -10.7% | -5.4% |
| 3M | 0.0% | +28.1% | -28.1% | -5.6% |
| 6M | +8.8% | +65.0% | -56.2% | -3.1% |
| YTD | +13.5% | +56.3% | -42.8% | +1.7% |
| 1Y | +15.4% | +108.7% | -93.3% | -4.2% |
| 3Y | +50.9% | +33.1% | +17.8% | +34.1% |
| 5Y | +47.8% | -54.1% | +101.9% | +62.3% |
| All | +47.8% | -54.6% | +102.4% | +62.3% |
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