+59.0%
ILMN vs IBB
+133.2%
-74.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.4% | -1.4% |
| 7D | -6.0% | -1.4% | -4.7% | -4.4% |
| 30D | -23.0% | +6.8% | -29.8% | -28.4% |
| 3M | +10.4% | +9.2% | +1.2% | +0.5% |
| 6M | +49.4% | +28.3% | +21.1% | +13.1% |
| YTD | +62.3% | +29.4% | +33.0% | +20.8% |
| 1Y | +73.7% | +33.2% | +40.5% | +25.0% |
| 3Y | +122.5% | +90.2% | +32.3% | +10.1% |
| 5Y | -43.2% | +44.0% | -87.2% | -61.3% |
| 10Y | +59.0% | +133.1% | -74.1% | -32.2% |
| All | +59.0% | +133.2% | -74.2% | -32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling