+115.0%
ILMN vs IAG
+100.7%
+14.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.8% | -1.5% | -3.1% |
| 7D | +1.9% | +4.3% | -2.4% | +1.4% |
| 30D | +12.3% | +9.8% | +2.5% | +11.4% |
| 3M | +33.5% | +28.9% | +4.6% | +30.1% |
| 6M | +69.4% | -7.6% | +76.9% | +70.1% |
| YTD | +60.9% | +22.0% | +39.0% | +54.7% |
| 1Y | +115.0% | +99.5% | +15.5% | +105.6% |
| All | +115.0% | +100.7% | +14.3% | +105.6% |
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