+1,057.8%
IJR vs ILMN
+1,342.1%
-284.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.9% |
| 7D | +2.3% | +0.7% | +1.5% | +2.2% |
| 30D | +2.2% | -22.7% | +24.9% | +5.9% |
| 3M | -5.3% | +8.6% | -13.9% | -7.4% |
| 6M | +4.3% | +43.8% | -39.6% | -2.8% |
| YTD | +18.0% | +59.8% | -41.8% | +7.6% |
| 1Y | +19.2% | +71.8% | -52.6% | +7.5% |
| 3Y | +61.1% | +119.0% | -57.9% | +36.9% |
| 5Y | +27.3% | -43.8% | +71.2% | +29.4% |
| 10Y | +154.1% | +56.4% | +97.7% | +118.8% |
| All | +1,057.8% | +1,342.1% | -284.3% | +511.8% |
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