+129.3%
ILMN vs IAG
+663.0%
-533.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.3% |
| 7D | -2.9% | -7.7% | +4.8% | -2.0% |
| 30D | -23.8% | +1.6% | -25.4% | -23.9% |
| 3M | +7.5% | -2.4% | +9.9% | +7.8% |
| 6M | +42.8% | -7.8% | +50.6% | +43.4% |
| YTD | +57.8% | +5.0% | +52.8% | +55.2% |
| 1Y | +72.6% | +25.7% | +46.9% | +66.8% |
| 3Y | +129.3% | +694.5% | -565.2% | +56.6% |
| All | +129.3% | +663.0% | -533.7% | +56.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling