+76.6%
ILMN vs IBB
+36.9%
+39.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -1.7% |
| 7D | -9.8% | +0.8% | -10.6% | -10.2% |
| 30D | -22.7% | +5.2% | -27.9% | -25.6% |
| 3M | +12.1% | +8.6% | +3.5% | +5.7% |
| 6M | +51.5% | +27.8% | +23.7% | +27.7% |
| YTD | +63.9% | +28.8% | +35.1% | +37.4% |
| 1Y | +76.6% | +36.4% | +40.2% | +43.0% |
| All | +76.6% | +36.9% | +39.7% | +43.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling