+93.9%
ILMN vs IRE
-97.6%
+191.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -23.2% | +18.3% | -3.9% |
| 7D | -21.6% | -46.8% | +25.3% | -19.8% |
| 30D | -22.9% | -75.5% | +52.6% | -19.8% |
| 3M | +11.6% | -79.4% | +91.0% | +16.0% |
| 6M | +62.5% | -91.3% | +153.8% | +69.0% |
| YTD | +72.7% | -90.8% | +163.5% | +71.7% |
| 1Y | +93.9% | -97.7% | +191.6% | +105.3% |
| All | +93.9% | -97.6% | +191.4% | +105.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling