+76.6%
ILMN vs IT
-18.2%
+94.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.6% |
| 7D | -9.8% | -7.5% | -2.3% | -9.4% |
| 30D | -22.7% | -1.2% | -21.6% | -23.5% |
| 3M | +12.1% | -2.2% | +14.3% | +10.7% |
| 6M | +51.5% | +19.1% | +32.4% | +46.6% |
| YTD | +63.9% | -25.1% | +89.0% | +69.2% |
| 1Y | +76.6% | -17.4% | +93.9% | +73.6% |
| All | +76.6% | -18.2% | +94.7% | +73.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling