+24.0%
IJR vs ILMN
+127.6%
-103.7%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +1.9% | +0.5% |
| 7D | -0.2% | +1.2% | -1.4% | -0.3% |
| 30D | -2.4% | +9.2% | -11.6% | -3.2% |
| 3M | +3.9% | +29.8% | -25.9% | +1.5% |
| 6M | +12.4% | +69.2% | -56.8% | +6.9% |
| YTD | +21.5% | +66.4% | -44.9% | +15.3% |
| 1Y | +24.0% | +123.4% | -99.4% | +14.9% |
| All | +24.0% | +127.6% | -103.7% | +14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling