-45.5%
ILMN vs IBB
+37.5%
-83.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.7% | +0.4% |
| 7D | -9.7% | -1.8% | -7.9% | -7.6% |
| 30D | -20.4% | +5.1% | -25.5% | -25.1% |
| 3M | +10.0% | +10.7% | -0.7% | -3.0% |
| 6M | +49.5% | +22.9% | +26.6% | +15.2% |
| YTD | +62.5% | +26.7% | +35.8% | +19.1% |
| 1Y | +76.0% | +35.1% | +40.9% | +18.2% |
| 3Y | +94.2% | +80.2% | +14.0% | -9.5% |
| All | -45.5% | +37.5% | -83.0% | -64.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling