+1,017.6%
ILMN vs IT
+1,310.0%
-292.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.1% | -1.7% |
| 7D | -6.0% | -6.8% | +0.8% | -3.5% |
| 30D | -23.0% | -0.6% | -22.5% | -24.1% |
| 3M | +10.4% | +3.1% | +7.4% | +6.5% |
| 6M | +49.4% | +25.5% | +23.9% | +29.4% |
| YTD | +62.3% | -23.5% | +85.8% | +66.8% |
| 1Y | +73.7% | -16.6% | +90.3% | +72.2% |
| 3Y | +122.5% | -53.1% | +175.6% | +169.3% |
| 5Y | -43.2% | -41.4% | -1.7% | -37.7% |
| 10Y | +59.0% | +90.9% | -32.0% | +3.2% |
| All | +1,017.6% | +1,310.0% | -292.4% | +131.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling