+1,092.2%
IJR vs ILMN
+1,401.8%
-309.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +1.9% | +0.6% |
| 7D | -0.2% | +1.2% | -1.4% | -0.4% |
| 30D | -2.4% | +9.2% | -11.6% | -3.9% |
| 3M | +3.9% | +29.8% | -25.9% | -0.6% |
| 6M | +12.4% | +69.2% | -56.8% | +2.8% |
| YTD | +21.5% | +66.4% | -44.9% | +11.0% |
| 1Y | +24.0% | +123.4% | -99.4% | +7.4% |
| 3Y | +49.7% | +33.2% | +16.5% | +38.1% |
| 5Y | +39.7% | -52.0% | +91.6% | +46.3% |
| 10Y | +169.0% | +33.6% | +135.4% | +136.9% |
| All | +1,092.2% | +1,401.8% | -309.6% | +531.2% |
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