-47.6%
ILMN vs IP
-12.5%
-35.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -4.0% | -4.2% | -7.0% |
| 7D | -28.3% | -5.0% | -23.3% | -27.3% |
| 30D | -24.0% | +6.5% | -30.5% | -25.6% |
| 3M | +4.1% | -18.0% | +22.1% | +10.0% |
| 6M | +49.6% | +10.3% | +39.2% | +43.1% |
| YTD | +58.6% | -9.9% | +68.5% | +58.0% |
| 1Y | +69.9% | -1.1% | +70.9% | +62.9% |
| 3Y | +82.9% | +13.0% | +69.9% | +53.9% |
| 5Y | -47.6% | -12.3% | -35.3% | -50.8% |
| All | -47.6% | -12.5% | -35.1% | -50.8% |
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