-45.5%
ILMN vs IRM
+168.2%
-213.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +2.0% |
| 7D | -9.7% | -8.6% | -1.1% | -5.8% |
| 30D | -20.4% | -8.0% | -12.4% | -17.1% |
| 3M | +10.0% | -12.0% | +22.0% | +16.5% |
| 6M | +49.5% | -18.2% | +67.6% | +62.6% |
| YTD | +62.5% | +31.4% | +31.1% | +36.1% |
| 1Y | +76.0% | +9.2% | +66.8% | +62.7% |
| 3Y | +94.2% | +94.6% | -0.4% | +18.6% |
| All | -45.5% | +168.2% | -213.7% | -72.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling