+1,045.4%
ILMN vs IP
+205.5%
+839.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.7% | -2.3% |
| 7D | +1.2% | -5.3% | +6.5% | +3.1% |
| 30D | +9.2% | -10.9% | +20.0% | +13.6% |
| 3M | +29.8% | +11.2% | +18.7% | +23.8% |
| 6M | +69.2% | -10.2% | +79.4% | +72.4% |
| YTD | +66.4% | -2.0% | +68.4% | +62.0% |
| 1Y | +123.4% | -19.1% | +142.5% | +131.6% |
| 3Y | +33.2% | +20.9% | +12.3% | +15.5% |
| 5Y | -52.0% | -17.8% | -34.1% | -52.5% |
| 10Y | +33.6% | +23.5% | +10.1% | +6.5% |
| All | +1,045.4% | +205.5% | +839.9% | +592.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling