+36.2%
ILMN vs ITOT
+75.4%
-39.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.3% | -2.3% |
| 7D | -3.9% | -0.4% | -3.5% | -3.4% |
| 30D | +6.9% | -1.6% | +8.5% | +8.9% |
| 3M | +28.1% | +3.5% | +24.6% | +23.0% |
| 6M | +65.0% | +13.1% | +51.8% | +43.0% |
| YTD | +56.3% | +12.7% | +43.6% | +35.3% |
| 1Y | +108.7% | +18.3% | +90.4% | +70.5% |
| All | +36.2% | +75.4% | -39.3% | -36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling