+4,577.9%
ILMN vs ITOT
+878.9%
+3,699.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.1% |
| 7D | +0.7% | +3.3% | -2.5% | -2.7% |
| 30D | -22.7% | -2.5% | -20.3% | -20.1% |
| 3M | +8.6% | -2.3% | +11.0% | +12.3% |
| 6M | +43.8% | +3.0% | +40.8% | +39.9% |
| YTD | +59.8% | +11.9% | +47.8% | +41.5% |
| 1Y | +71.8% | +12.0% | +59.8% | +52.0% |
| 3Y | +119.0% | +77.8% | +41.2% | +18.4% |
| 5Y | -43.8% | +65.0% | -108.8% | -66.3% |
| 10Y | +56.4% | +290.1% | -233.7% | -61.6% |
| All | +4,577.9% | +878.9% | +3,699.0% | +288.3% |
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