+115.4%
ILMN vs IRE
-97.2%
+212.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +39.6% | -37.1% | +0.4% |
| 7D | -9.7% | -27.2% | +17.5% | -9.0% |
| 30D | -20.4% | -75.1% | +54.7% | -17.2% |
| 3M | +10.0% | -77.9% | +87.9% | +14.2% |
| 6M | +49.5% | -94.6% | +144.1% | +58.7% |
| YTD | +62.5% | -91.5% | +154.0% | +61.3% |
| 1Y | +76.0% | -97.8% | +173.8% | +92.8% |
| All | +115.4% | -97.2% | +212.6% | +126.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling