+788.5%
ILMN vs MUB
+78.3%
+710.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.4% |
| 7D | -9.7% | +0.7% | -10.4% | -10.1% |
| 30D | -20.4% | +4.4% | -24.8% | -22.7% |
| 3M | +10.0% | -0.2% | +10.2% | +10.1% |
| 6M | +49.5% | -0.6% | +50.1% | +50.0% |
| YTD | +62.5% | +0.3% | +62.2% | +62.2% |
| 1Y | +76.0% | +0.8% | +75.2% | +75.2% |
| 3Y | +94.2% | +12.0% | +82.2% | +81.8% |
| 5Y | -46.3% | +3.4% | -49.8% | -48.0% |
| 10Y | +62.7% | +20.7% | +42.1% | +55.0% |
| All | +788.5% | +78.3% | +710.2% | +699.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling