+27.6%
ILMN vs IVZ
+61.1%
-33.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.1% | -2.5% |
| 7D | +1.9% | +1.1% | +0.8% | +1.5% |
| 30D | +12.3% | +3.1% | +9.2% | +11.1% |
| 3M | +33.5% | +18.2% | +15.4% | +25.1% |
| 6M | +69.4% | +38.6% | +30.7% | +49.5% |
| YTD | +60.9% | +25.9% | +35.0% | +46.0% |
| 1Y | +115.0% | +51.7% | +63.3% | +82.0% |
| 3Y | +37.0% | +138.7% | -101.6% | -3.2% |
| 5Y | -53.1% | +62.8% | -115.9% | -63.5% |
| 10Y | +27.6% | +60.9% | -33.3% | +2.0% |
| All | +27.6% | +61.1% | -33.5% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 10y: compounded portfolio wealth divided by compounded IVZ 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…
10y analysis · Full analysis span regression · 6 months rolling