+123.1%
ILMN vs IRE
-97.3%
+220.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.5% | +6.1% | +3.7% |
| 7D | -2.6% | -15.5% | +13.0% | -2.4% |
| 30D | -20.6% | -70.4% | +49.8% | -17.8% |
| 3M | +17.5% | -81.6% | +99.1% | +22.7% |
| 6M | +55.6% | -94.7% | +150.3% | +65.5% |
| YTD | +68.3% | -91.8% | +160.1% | +67.2% |
| 1Y | +81.1% | -97.6% | +178.7% | +96.0% |
| All | +123.1% | -97.3% | +220.4% | +134.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling