-51.4%
ILMN vs IRM
+189.3%
-240.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -2.3% |
| 7D | +1.2% | -0.5% | +1.7% | +1.4% |
| 30D | +9.2% | -8.1% | +17.3% | +13.2% |
| 3M | +29.8% | -9.7% | +39.5% | +35.0% |
| 6M | +69.2% | +10.0% | +59.2% | +59.0% |
| YTD | +66.4% | +43.0% | +23.4% | +34.8% |
| 1Y | +123.4% | +32.7% | +90.7% | +87.8% |
| 3Y | +33.2% | +102.7% | -69.6% | -17.8% |
| All | -51.4% | +189.3% | -240.7% | -75.4% |
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