+55.2%
IJR vs ILMN
+37.1%
+18.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.5% | -0.1% |
| 7D | +0.9% | +1.9% | -1.0% | +0.5% |
| 30D | -3.1% | +12.3% | -15.4% | -5.6% |
| 3M | +4.4% | +33.5% | -29.1% | -2.3% |
| 6M | +16.1% | +69.4% | -53.2% | +2.6% |
| YTD | +20.6% | +60.9% | -40.3% | +7.1% |
| 1Y | +22.9% | +115.0% | -92.1% | +0.5% |
| 3Y | +55.2% | +37.0% | +18.2% | +34.1% |
| All | +55.2% | +37.1% | +18.1% | +34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling