+2,576.0%
ILMN vs IBB
+566.2%
+2,009.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.7% | +0.9% |
| 7D | -9.7% | -1.8% | -7.9% | -8.1% |
| 30D | -20.4% | +5.1% | -25.5% | -23.9% |
| 3M | +10.0% | +10.7% | -0.7% | +0.3% |
| 6M | +49.5% | +22.9% | +26.6% | +23.4% |
| YTD | +62.5% | +26.7% | +35.8% | +29.7% |
| 1Y | +76.0% | +35.1% | +40.9% | +32.1% |
| 3Y | +94.2% | +80.2% | +14.0% | +14.6% |
| 5Y | -46.3% | +37.8% | -84.2% | -58.2% |
| 10Y | +62.7% | +161.2% | -98.5% | -27.0% |
| All | +2,576.0% | +566.2% | +2,009.8% | +377.2% |
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