+81.4%
ILMN vs IBN
+14.7%
+66.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.7% | +1.9% | +3.6% |
| 7D | -2.6% | +14.6% | -17.2% | -2.7% |
| 30D | -20.6% | +23.5% | -44.2% | -21.9% |
| 3M | +17.5% | +14.0% | +3.5% | +18.1% |
| 6M | +55.6% | +31.1% | +24.5% | +50.7% |
| YTD | +68.3% | +16.6% | +51.8% | +62.1% |
| All | +81.4% | +14.7% | +66.7% | +76.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling