+1,045.4%
ILMN vs IBN
+1,866.5%
-821.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.8% | -1.4% |
| 7D | +1.2% | +1.4% | -0.2% | +0.9% |
| 30D | +9.2% | -0.3% | +9.5% | +9.2% |
| 3M | +29.8% | +17.1% | +12.7% | +25.5% |
| 6M | +69.2% | +3.4% | +65.8% | +67.8% |
| YTD | +66.4% | +2.5% | +63.8% | +65.0% |
| 1Y | +123.4% | -4.2% | +127.6% | +124.3% |
| 3Y | +33.2% | +32.4% | +0.8% | +24.3% |
| 5Y | -52.0% | +59.2% | -111.1% | -56.8% |
| 10Y | +33.6% | +345.7% | -312.1% | -6.8% |
| All | +1,045.4% | +1,866.5% | -821.1% | +393.7% |
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