+27.6%
ILMN vs IBN
+312.4%
-284.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.5% | -0.7% | -2.5% |
| 7D | +1.9% | -2.2% | +4.1% | +2.6% |
| 30D | +12.3% | -2.3% | +14.6% | +13.0% |
| 3M | +33.5% | +15.9% | +17.7% | +27.7% |
| 6M | +69.4% | +5.6% | +63.8% | +66.3% |
| YTD | +60.9% | -0.1% | +61.0% | +60.3% |
| 1Y | +115.0% | -6.5% | +121.5% | +117.8% |
| 3Y | +37.0% | +29.3% | +7.7% | +24.5% |
| 5Y | -53.1% | +56.6% | -109.7% | -59.7% |
| 10Y | +27.6% | +314.4% | -286.8% | -13.9% |
| All | +27.6% | +312.4% | -284.8% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 10y: compounded portfolio wealth divided by compounded IBN 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…
10y analysis · Full analysis span regression · 6 months rolling