+129.3%
ILMN vs IBB
+86.1%
+43.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.7% |
| 7D | -2.9% | -0.5% | -2.3% | -2.3% |
| 30D | -23.8% | +4.6% | -28.4% | -27.5% |
| 3M | +7.5% | +6.8% | +0.6% | 0.0% |
| 6M | +42.8% | +23.1% | +19.7% | +12.4% |
| YTD | +57.8% | +26.0% | +31.8% | +19.6% |
| 1Y | +72.6% | +30.4% | +42.2% | +25.0% |
| 3Y | +129.3% | +85.4% | +43.9% | -13.4% |
| All | +129.3% | +86.1% | +43.2% | -13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling