+70.5%
ILMN vs IAG
+326.7%
-256.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.8% | -2.2% | +3.1% |
| 7D | -2.6% | +24.0% | -26.6% | -4.5% |
| 30D | -20.6% | +5.5% | -26.2% | -21.1% |
| 3M | +17.5% | +8.3% | +9.2% | +16.6% |
| 6M | +55.6% | +6.1% | +49.5% | +54.0% |
| YTD | +68.3% | +20.3% | +48.0% | +63.6% |
| 1Y | +81.1% | +56.5% | +24.6% | +71.9% |
| 3Y | +112.2% | +762.6% | -650.5% | +68.8% |
| 5Y | -42.6% | +546.3% | -588.8% | -55.3% |
| 10Y | +70.5% | +356.1% | -285.6% | +34.7% |
| All | +70.5% | +326.7% | -256.2% | +34.7% |
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