+27.8%
ILMN vs IAG
+401.0%
-373.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.1% | -5.0% | -3.1% |
| 7D | -3.9% | +1.7% | -5.6% | -4.0% |
| 30D | +6.9% | +11.4% | -4.6% | +5.9% |
| 3M | +28.1% | +33.0% | -4.9% | +24.6% |
| 6M | +65.0% | -6.0% | +70.9% | +64.6% |
| YTD | +56.3% | +24.6% | +31.7% | +51.5% |
| 1Y | +108.7% | +105.0% | +3.7% | +93.3% |
| 3Y | +33.1% | +837.9% | -804.8% | +4.6% |
| 5Y | -54.1% | +817.0% | -871.1% | -65.0% |
| 10Y | +27.8% | +425.3% | -397.5% | -4.1% |
| All | +27.8% | +401.0% | -373.1% | -4.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling