+43.8%
ILMN vs ITOT
+3.1%
+40.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -0.9% |
| 7D | +0.7% | +3.3% | -2.5% | -3.8% |
| 30D | -22.7% | -2.5% | -20.3% | -19.6% |
| 3M | +8.6% | -2.3% | +11.0% | +12.6% |
| 6M | +43.8% | +3.0% | +40.8% | +44.1% |
| All | +43.8% | +3.1% | +40.7% | +44.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling