+809.7%
ILMN vs MUB
+76.3%
+733.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +1.2% | -0.9% | +2.1% | +1.8% |
| 30D | +9.2% | -1.4% | +10.6% | +10.2% |
| 3M | +29.8% | -2.2% | +32.0% | +31.8% |
| 6M | +69.2% | -1.9% | +71.1% | +71.5% |
| YTD | +66.4% | -0.8% | +67.2% | +67.4% |
| 1Y | +123.4% | +2.7% | +120.7% | +120.0% |
| 3Y | +33.2% | +8.6% | +24.6% | +27.1% |
| 5Y | -52.0% | +2.0% | -54.0% | -53.0% |
| 10Y | +33.6% | +17.9% | +15.7% | +28.3% |
| All | +809.7% | +76.3% | +733.4% | +725.1% |
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 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