+27.6%
ILMN vs MUB
+17.9%
+9.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | +1.9% | -0.3% | +2.2% | +2.3% |
| 30D | +12.3% | -1.5% | +13.8% | +15.0% |
| 3M | +33.5% | -1.9% | +35.5% | +37.6% |
| 6M | +69.4% | -1.7% | +71.1% | +74.0% |
| YTD | +60.9% | -0.8% | +61.7% | +63.1% |
| 1Y | +115.0% | +1.5% | +113.5% | +111.1% |
| 3Y | +37.0% | +8.8% | +28.2% | +22.0% |
| 5Y | -53.1% | +2.0% | -55.1% | -55.2% |
| 10Y | +27.6% | +18.0% | +9.6% | +34.1% |
| All | +27.6% | +17.9% | +9.7% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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