+166.7%
IJR vs ILMN
+25.5%
+141.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.4% |
| 7D | -2.3% | -9.2% | +6.9% | -0.1% |
| 30D | -4.7% | +4.4% | -9.1% | -5.9% |
| 3M | +2.1% | +23.9% | -21.7% | -3.6% |
| 6M | +13.9% | +64.5% | -50.6% | -0.3% |
| YTD | +18.2% | +53.5% | -35.2% | +4.7% |
| 1Y | +21.8% | +110.8% | -89.0% | -1.7% |
| 3Y | +52.2% | +30.7% | +21.5% | +34.0% |
| 5Y | +40.1% | -54.8% | +95.0% | +55.7% |
| All | +166.7% | +25.5% | +141.2% | +126.4% |
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 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