+115.0%
ILMN vs MUB
+2.0%
+113.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | +1.9% | -0.3% | +2.2% | +2.8% |
| 30D | +12.3% | -1.5% | +13.8% | +17.8% |
| 3M | +33.5% | -1.9% | +35.5% | +42.9% |
| 6M | +69.4% | -1.7% | +71.1% | +82.9% |
| YTD | +60.9% | -0.8% | +61.7% | +65.9% |
| 1Y | +115.0% | +1.5% | +113.5% | +86.2% |
| All | +115.0% | +2.0% | +113.0% | +86.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling