+58.0%
ILMN vs IRM
+524.5%
-466.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -2.3% |
| 7D | +0.7% | +8.6% | -7.9% | -2.3% |
| 30D | -22.7% | 0.0% | -22.7% | -22.6% |
| 3M | +8.6% | -7.1% | +15.8% | +11.4% |
| 6M | +43.8% | -7.9% | +51.7% | +47.2% |
| YTD | +59.8% | +41.3% | +18.5% | +36.8% |
| 1Y | +71.8% | +20.7% | +51.0% | +56.4% |
| 3Y | +119.0% | +112.2% | +6.8% | +57.5% |
| 5Y | -43.8% | +191.2% | -235.0% | -63.7% |
| All | +58.0% | +524.5% | -466.6% | -20.5% |
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