+56.0%
ILMN vs IT
+90.0%
-33.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.4% |
| 7D | -2.9% | +1.1% | -3.9% | -3.2% |
| 30D | -23.8% | -1.8% | -22.0% | -24.6% |
| 3M | +7.5% | +4.8% | +2.6% | +3.1% |
| 6M | +42.8% | +33.0% | +9.8% | +21.4% |
| YTD | +57.8% | -23.8% | +81.7% | +65.1% |
| 1Y | +72.6% | -16.5% | +89.1% | +73.2% |
| 3Y | +129.3% | -53.6% | +183.0% | +190.5% |
| 5Y | -44.5% | -42.1% | -2.4% | -38.2% |
| All | +56.0% | +90.0% | -33.9% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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