+1,045.4%
ILMN vs IFF
+490.2%
+555.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.4% | -1.5% |
| 7D | +1.2% | -1.8% | +3.0% | +2.0% |
| 30D | +9.2% | -2.0% | +11.1% | +10.1% |
| 3M | +29.8% | +18.5% | +11.3% | +19.7% |
| 6M | +69.2% | +11.7% | +57.5% | +58.2% |
| YTD | +66.4% | +29.6% | +36.8% | +44.8% |
| 1Y | +123.4% | +35.0% | +88.4% | +90.5% |
| 3Y | +33.2% | +32.3% | +0.9% | +13.1% |
| 5Y | -52.0% | -34.6% | -17.4% | -46.1% |
| 10Y | +33.6% | -20.6% | +54.2% | +28.7% |
| All | +1,045.4% | +490.2% | +555.1% | +323.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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