-54.1%
ILMN vs ITOT
+73.3%
-127.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.3% | -2.2% |
| 7D | -3.9% | -0.4% | -3.5% | -3.3% |
| 30D | +6.9% | -1.6% | +8.5% | +9.2% |
| 3M | +28.1% | +3.5% | +24.6% | +22.4% |
| 6M | +65.0% | +13.1% | +51.8% | +40.6% |
| YTD | +56.3% | +12.7% | +43.6% | +33.0% |
| 1Y | +108.7% | +18.3% | +90.4% | +67.0% |
| 3Y | +33.1% | +76.4% | -43.3% | -37.9% |
| 5Y | -54.1% | +73.8% | -127.9% | -77.9% |
| All | -54.1% | +73.3% | -127.4% | -77.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling