+76.0%
ILMN vs MUB
+0.8%
+75.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.4% |
| 7D | -9.7% | +0.7% | -10.4% | -10.0% |
| 30D | -20.4% | +4.4% | -24.8% | -24.8% |
| 3M | +10.0% | -0.2% | +10.2% | +16.0% |
| 6M | +49.5% | -0.6% | +50.1% | +60.9% |
| YTD | +62.5% | +0.3% | +62.2% | +73.2% |
| 1Y | +76.0% | +0.8% | +75.2% | +84.9% |
| All | +76.0% | +0.8% | +75.2% | +84.9% |
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