+1,018.6%
ILMN vs IRM
+2,856.7%
-1,838.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +2.1% |
| 7D | -9.7% | -8.6% | -1.1% | -6.6% |
| 30D | -20.4% | -8.0% | -12.4% | -17.8% |
| 3M | +10.0% | -12.0% | +22.0% | +15.1% |
| 6M | +49.5% | -18.2% | +67.6% | +59.7% |
| YTD | +62.5% | +31.4% | +31.1% | +44.0% |
| 1Y | +76.0% | +9.2% | +66.8% | +66.8% |
| 3Y | +94.2% | +94.6% | -0.4% | +46.7% |
| 5Y | -46.3% | +170.2% | -216.5% | -64.0% |
| 10Y | +62.7% | +464.3% | -401.6% | -20.7% |
| All | +1,018.6% | +2,856.7% | -1,838.0% | +143.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling