+1,028.0%
ILMN vs IVZ
+99.1%
+928.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.5% | -2.6% |
| 7D | -9.8% | +2.2% | -11.9% | -10.5% |
| 30D | -22.7% | -2.2% | -20.6% | -21.9% |
| 3M | +12.1% | -8.4% | +20.5% | +15.7% |
| 6M | +51.5% | +6.2% | +45.3% | +46.9% |
| YTD | +63.9% | +12.4% | +51.5% | +54.3% |
| 1Y | +76.6% | +26.0% | +50.6% | +59.1% |
| 3Y | +124.6% | +147.9% | -23.3% | +54.3% |
| 5Y | -42.7% | +38.8% | -81.5% | -52.0% |
| 10Y | +59.7% | +44.6% | +15.1% | +16.2% |
| All | +1,028.0% | +99.1% | +928.9% | +523.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling