+124.6%
ILMN vs IBB
+89.8%
+34.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -1.4% |
| 7D | -9.8% | +0.8% | -10.6% | -10.6% |
| 30D | -22.7% | +5.2% | -27.9% | -26.9% |
| 3M | +12.1% | +8.6% | +3.5% | +2.4% |
| 6M | +51.5% | +27.8% | +23.7% | +14.2% |
| YTD | +63.9% | +28.8% | +35.1% | +21.2% |
| 1Y | +76.6% | +36.4% | +40.2% | +20.9% |
| 3Y | +124.6% | +89.3% | +35.2% | -20.5% |
| All | +124.6% | +89.8% | +34.8% | -20.5% |
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