+27.6%
ILMN vs IT
+89.8%
-62.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -7.4% | +4.1% | -0.6% |
| 7D | +1.9% | -9.1% | +11.0% | +5.4% |
| 30D | +12.3% | -7.0% | +19.3% | +15.1% |
| 3M | +33.5% | +7.6% | +25.9% | +26.9% |
| 6M | +69.4% | +2.1% | +67.2% | +62.1% |
| YTD | +60.9% | -31.6% | +92.5% | +79.1% |
| 1Y | +115.0% | -29.9% | +144.9% | +134.5% |
| 3Y | +37.0% | -51.3% | +88.3% | +70.2% |
| 5Y | -53.1% | -44.8% | -8.4% | -46.0% |
| 10Y | +27.6% | +91.4% | -63.8% | -14.0% |
| All | +27.6% | +89.8% | -62.3% | -14.0% |
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