+1,018.6%
ILMN vs IBN
+2,099.5%
-1,080.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.2% | -1.7% | +1.6% |
| 7D | -9.7% | +15.1% | -24.8% | -12.5% |
| 30D | -20.4% | +21.6% | -42.0% | -23.9% |
| 3M | +10.0% | +11.2% | -1.2% | +7.1% |
| 6M | +49.5% | +27.8% | +21.7% | +41.2% |
| YTD | +62.5% | +14.7% | +47.8% | +56.8% |
| 1Y | +76.0% | +14.4% | +61.6% | +69.9% |
| 3Y | +94.2% | +52.1% | +42.1% | +75.2% |
| 5Y | -46.3% | +70.7% | -117.0% | -52.6% |
| 10Y | +62.7% | +385.5% | -322.8% | +11.1% |
| All | +1,018.6% | +2,099.5% | -1,080.9% | +369.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling