+70.5%
ILMN vs IRM
+480.4%
-410.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.1% | -0.5% | +2.1% |
| 7D | -2.6% | -3.8% | +1.2% | -1.1% |
| 30D | -20.6% | -3.2% | -17.4% | -19.5% |
| 3M | +17.5% | -7.8% | +25.3% | +20.8% |
| 6M | +55.6% | -12.7% | +68.3% | +62.5% |
| YTD | +68.3% | +36.7% | +31.6% | +46.2% |
| 1Y | +81.1% | +10.0% | +71.1% | +71.0% |
| 3Y | +112.2% | +107.2% | +4.9% | +54.4% |
| 5Y | -42.6% | +181.6% | -224.2% | -62.3% |
| 10Y | +70.5% | +481.1% | -410.7% | -9.3% |
| All | +70.5% | +480.4% | -410.0% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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