+93.9%
ILMN vs IAG
+56.5%
+37.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +10.2% | -15.1% | -6.3% |
| 7D | -21.6% | +1.1% | -22.7% | -21.6% |
| 30D | -22.9% | -5.3% | -17.6% | -22.3% |
| 3M | +11.6% | +18.0% | -6.4% | +10.3% |
| 6M | +62.5% | +7.1% | +55.4% | +61.5% |
| YTD | +72.7% | +5.9% | +66.8% | +66.3% |
| 1Y | +93.9% | +59.4% | +34.5% | +66.5% |
| All | +93.9% | +56.5% | +37.3% | +66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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