+24.3%
ILMN vs ITOT
+303.4%
-279.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.7% | +1.6% |
| 7D | -5.4% | -0.9% | -4.5% | -4.3% |
| 30D | +7.0% | -1.5% | +8.5% | +9.0% |
| 3M | +24.2% | +3.6% | +20.6% | +19.3% |
| 6M | +69.9% | +13.7% | +56.2% | +46.3% |
| YTD | +57.4% | +12.9% | +44.5% | +35.9% |
| 1Y | +107.9% | +17.2% | +90.7% | +72.2% |
| 3Y | +37.1% | +75.6% | -38.5% | -28.7% |
| 5Y | -53.7% | +75.5% | -129.2% | -75.4% |
| All | +24.3% | +303.4% | -279.1% | -75.7% |
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