+56.0%
ILMN vs ITOT
+287.5%
-231.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.8% |
| 7D | -2.9% | +2.5% | -5.4% | -5.6% |
| 30D | -23.8% | -1.7% | -22.1% | -21.8% |
| 3M | +7.5% | -3.4% | +10.8% | +12.6% |
| 6M | +42.8% | +2.1% | +40.7% | +40.1% |
| YTD | +57.8% | +11.5% | +46.3% | +39.3% |
| 1Y | +72.6% | +13.6% | +59.0% | +49.1% |
| 3Y | +129.3% | +77.2% | +52.1% | +19.3% |
| 5Y | -44.5% | +64.4% | -108.9% | -68.1% |
| All | +56.0% | +287.5% | -231.5% | -62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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