+27.6%
ILMN vs IRM
+407.3%
-379.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.0% |
| 7D | +1.9% | +1.6% | +0.3% | +1.3% |
| 30D | +12.3% | -4.2% | +16.5% | +13.9% |
| 3M | +33.5% | -5.4% | +38.9% | +35.4% |
| 6M | +69.4% | +12.0% | +57.3% | +60.6% |
| YTD | +60.9% | +42.0% | +18.9% | +37.8% |
| 1Y | +115.0% | +29.9% | +85.1% | +90.5% |
| 3Y | +37.0% | +104.4% | -67.3% | +0.2% |
| 5Y | -53.1% | +191.0% | -244.2% | -69.6% |
| 10Y | +27.6% | +417.1% | -389.5% | -31.8% |
| All | +27.6% | +407.3% | -379.7% | -31.8% |
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