+70.5%
ILMN vs IT
+96.9%
-26.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.1% | +3.4% |
| 7D | -2.6% | -18.8% | +16.2% | +3.8% |
| 30D | -20.6% | -0.1% | -20.6% | -22.0% |
| 3M | +17.5% | +2.9% | +14.5% | +13.3% |
| 6M | +55.6% | +20.4% | +35.2% | +37.5% |
| YTD | +68.3% | -24.3% | +92.6% | +76.5% |
| 1Y | +81.1% | -17.2% | +98.3% | +82.2% |
| 3Y | +112.2% | -52.4% | +164.6% | +164.8% |
| 5Y | -42.6% | -43.7% | +1.1% | -35.4% |
| 10Y | +70.5% | +90.3% | -19.8% | +2.3% |
| All | +70.5% | +96.9% | -26.4% | +2.3% |
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