+111.8%
ILMN vs IRE
-97.8%
+209.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -13.5% | +11.9% | -0.9% |
| 7D | +0.7% | +11.1% | -10.4% | -0.2% |
| 30D | -22.7% | -75.2% | +52.4% | -19.3% |
| 3M | +8.6% | -86.4% | +95.0% | +14.9% |
| 6M | +43.8% | -94.8% | +138.7% | +53.4% |
| YTD | +59.8% | -93.3% | +153.0% | +60.2% |
| 1Y | +71.8% | -97.5% | +169.3% | +83.5% |
| All | +111.8% | -97.8% | +209.6% | +124.5% |
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