+72.6%
ILMN vs IRE
-97.6%
+170.2%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -14.4% | +13.2% | -0.5% |
| 7D | -2.9% | -31.8% | +29.0% | -1.3% |
| 30D | -23.8% | -71.8% | +47.9% | -20.9% |
| 3M | +7.5% | -88.9% | +96.4% | +13.4% |
| 6M | +42.8% | -95.4% | +138.1% | +50.8% |
| YTD | +57.8% | -94.2% | +152.1% | +59.6% |
| 1Y | +72.6% | -97.1% | +169.7% | +76.3% |
| All | +72.6% | -97.6% | +170.2% | +76.3% |
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