-46.2%
ILMN vs IOT
+55.2%
-101.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.7% | +0.9% | -2.0% |
| 7D | -3.9% | +5.1% | -8.9% | -5.0% |
| 30D | +6.9% | -3.0% | +9.9% | +7.4% |
| 3M | +28.1% | +15.0% | +13.1% | +22.1% |
| 6M | +65.0% | +13.1% | +51.8% | +56.3% |
| YTD | +56.3% | +9.0% | +47.3% | +47.5% |
| 1Y | +108.7% | +0.1% | +108.6% | +100.8% |
| 3Y | +33.1% | +26.4% | +6.6% | +10.7% |
| All | -46.2% | +55.2% | -101.4% | -63.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling