+41.2%
ILMN vs IRM
+101.3%
-60.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -2.1% |
| 7D | +1.2% | -0.5% | +1.7% | +1.4% |
| 30D | +9.2% | -8.1% | +17.3% | +12.4% |
| 3M | +29.8% | -9.7% | +39.5% | +34.0% |
| 6M | +69.2% | +10.0% | +59.2% | +60.6% |
| YTD | +66.4% | +43.0% | +23.4% | +38.6% |
| 1Y | +123.4% | +32.7% | +90.7% | +92.8% |
| All | +41.2% | +101.3% | -60.1% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling