+70.5%
ILMN vs IVZ
+55.7%
+14.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +6.8% | -3.2% | +1.2% |
| 7D | -2.6% | +4.1% | -6.7% | -3.9% |
| 30D | -20.6% | -2.0% | -18.6% | -19.9% |
| 3M | +17.5% | -7.8% | +25.3% | +20.8% |
| 6M | +55.6% | +6.3% | +49.3% | +51.1% |
| YTD | +68.3% | +12.6% | +55.8% | +58.9% |
| 1Y | +81.1% | +27.6% | +53.5% | +63.3% |
| 3Y | +112.2% | +154.0% | -41.9% | +47.6% |
| 5Y | -42.6% | +37.3% | -79.9% | -52.6% |
| 10Y | +70.5% | +50.5% | +19.9% | +31.5% |
| All | +70.5% | +55.7% | +14.8% | +31.5% |
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