+12,755.6%
ILMN vs IAG
+377.5%
+12,378.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.3% |
| 7D | +1.2% | -0.5% | +1.8% | +1.3% |
| 30D | +9.2% | +28.9% | -19.7% | +6.5% |
| 3M | +29.8% | +19.1% | +10.7% | +27.3% |
| 6M | +69.2% | -10.3% | +79.5% | +69.5% |
| YTD | +66.4% | +24.2% | +42.2% | +60.9% |
| 1Y | +123.4% | +116.5% | +6.9% | +104.3% |
| 3Y | +33.2% | +742.8% | -709.6% | +3.8% |
| 5Y | -52.0% | +753.3% | -805.3% | -63.8% |
| 10Y | +33.6% | +403.2% | -369.6% | -1.3% |
| All | +12,755.6% | +377.5% | +12,378.1% | +8,303.9% |
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