-45.5%
ILMN vs IP
-12.0%
-33.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.6% | +2.2% |
| 7D | -9.7% | -5.1% | -4.6% | -8.4% |
| 30D | -20.4% | +8.5% | -28.9% | -22.6% |
| 3M | +10.0% | -13.8% | +23.9% | +14.6% |
| 6M | +49.5% | +5.7% | +43.7% | +45.0% |
| YTD | +62.5% | -9.1% | +71.6% | +61.5% |
| 1Y | +76.0% | -0.8% | +76.8% | +68.7% |
| 3Y | +94.2% | +14.8% | +79.4% | +62.3% |
| All | -45.5% | -12.0% | -33.5% | -49.2% |
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