+4,771.4%
ILMN vs ITOT
+896.7%
+3,874.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.2% | -1.2% |
| 7D | +1.2% | +0.1% | +1.1% | +1.2% |
| 30D | +9.2% | 0.0% | +9.2% | +9.2% |
| 3M | +29.8% | +2.0% | +27.9% | +27.0% |
| 6M | +69.2% | +13.0% | +56.2% | +48.0% |
| YTD | +66.4% | +14.0% | +52.4% | +43.5% |
| 1Y | +123.4% | +19.9% | +103.5% | +82.7% |
| 3Y | +33.2% | +75.8% | -42.6% | -27.6% |
| 5Y | -52.0% | +73.8% | -125.8% | -72.9% |
| 10Y | +33.6% | +295.9% | -262.3% | -67.8% |
| All | +4,771.4% | +896.7% | +3,874.7% | +293.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling