-51.4%
ILMN vs IP
-17.2%
-34.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.7% | -2.2% |
| 7D | +1.2% | -5.3% | +6.5% | +2.8% |
| 30D | +9.2% | -10.9% | +20.0% | +12.8% |
| 3M | +29.8% | +11.2% | +18.7% | +24.7% |
| 6M | +69.2% | -10.2% | +79.4% | +72.8% |
| YTD | +66.4% | -2.0% | +68.4% | +62.3% |
| 1Y | +123.4% | -19.1% | +142.5% | +132.9% |
| 3Y | +33.2% | +20.9% | +12.3% | +11.7% |
| All | -51.4% | -17.2% | -34.2% | -55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling