+81.4%
ILMN vs IAG
+52.4%
+29.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.8% | -2.2% | +2.8% |
| 7D | -2.6% | +24.0% | -26.6% | -5.5% |
| 30D | -20.6% | +5.5% | -26.2% | -21.3% |
| 3M | +17.5% | +8.3% | +9.2% | +16.3% |
| 6M | +55.6% | +6.1% | +49.5% | +54.0% |
| YTD | +68.3% | +20.3% | +48.0% | +60.0% |
| All | +81.4% | +52.4% | +29.0% | +62.4% |
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