+106.4%
ILMN vs IP
+17.6%
+88.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.5% | -6.4% | -5.2% |
| 7D | -21.6% | +3.4% | -24.9% | -22.2% |
| 30D | -22.9% | +11.2% | -34.1% | -24.8% |
| 3M | +11.6% | -14.8% | +26.4% | +15.0% |
| 6M | +62.5% | +17.3% | +45.3% | +55.9% |
| YTD | +72.7% | -6.2% | +78.9% | +70.6% |
| 1Y | +93.9% | +2.3% | +91.5% | +86.2% |
| All | +106.4% | +17.6% | +88.8% | +82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 3y: compounded portfolio wealth divided by compounded IP 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…
3y analysis · Full analysis span regression · 6 months rolling