-47.2%
ILMN vs IOT
+54.4%
-101.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.7% |
| 7D | -9.2% | -0.8% | -8.4% | -9.0% |
| 30D | +4.4% | -4.7% | +9.0% | +5.3% |
| 3M | +23.9% | +17.8% | +6.1% | +17.4% |
| 6M | +64.5% | +16.8% | +47.7% | +54.6% |
| YTD | +53.5% | +8.4% | +45.0% | +45.0% |
| 1Y | +110.8% | -0.8% | +111.6% | +103.3% |
| 3Y | +30.7% | +25.7% | +4.9% | +8.9% |
| All | -47.2% | +54.4% | -101.6% | -64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded IOT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling