+12,455.7%
ILMN vs IAG
+337.4%
+12,118.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.2% | -4.7% | +1.8% |
| 7D | -9.7% | +21.4% | -31.1% | -11.5% |
| 30D | -20.4% | +4.0% | -24.5% | -20.7% |
| 3M | +10.0% | +17.0% | -7.0% | +8.2% |
| 6M | +49.5% | +1.4% | +48.1% | +48.4% |
| YTD | +62.5% | +13.8% | +48.7% | +58.2% |
| 1Y | +76.0% | +55.8% | +20.2% | +66.2% |
| 3Y | +94.2% | +647.4% | -553.2% | +53.2% |
| 5Y | -46.3% | +519.1% | -565.5% | -58.3% |
| 10Y | +62.7% | +345.6% | -282.9% | +21.9% |
| All | +12,455.7% | +337.4% | +12,118.4% | +8,166.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling