+2,511.6%
ILMN vs IBB
+554.8%
+1,956.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -5.0% | -3.1% | -3.5% |
| 7D | -28.3% | -3.6% | -24.7% | -25.7% |
| 30D | -24.0% | +3.4% | -27.4% | -26.2% |
| 3M | +4.1% | +9.5% | -5.4% | -4.2% |
| 6M | +49.6% | +23.3% | +26.3% | +23.1% |
| YTD | +58.6% | +24.5% | +34.0% | +28.6% |
| 1Y | +69.9% | +32.9% | +37.0% | +29.5% |
| 3Y | +82.9% | +76.6% | +6.3% | +10.0% |
| 5Y | -47.6% | +35.5% | -83.1% | -58.6% |
| 10Y | +58.8% | +156.7% | -97.9% | -27.6% |
| All | +2,511.6% | +554.8% | +1,956.8% | +373.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling