-43.8%
ILMN vs IBN
+73.5%
-117.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.4% |
| 7D | -2.9% | +1.9% | -4.7% | -3.6% |
| 30D | -23.8% | +22.1% | -45.9% | -30.7% |
| 3M | +7.5% | +17.1% | -9.6% | -0.5% |
| 6M | +42.8% | +35.5% | +7.2% | +22.8% |
| YTD | +57.8% | +16.8% | +41.0% | +45.2% |
| 1Y | +72.6% | +12.4% | +60.2% | +62.0% |
| 3Y | +129.3% | +58.0% | +71.3% | +65.7% |
| All | -43.8% | +73.5% | -117.3% | -62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling