-53.1%
ILMN vs TRU
-35.2%
-17.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.8% | -0.5% | -2.0% |
| 7D | +1.9% | -7.2% | +9.1% | +5.4% |
| 30D | +12.3% | -2.8% | +15.1% | +13.7% |
| 3M | +33.5% | +13.0% | +20.5% | +24.9% |
| 6M | +69.4% | +0.7% | +68.7% | +65.8% |
| YTD | +60.9% | -9.0% | +69.9% | +63.0% |
| 1Y | +115.0% | -16.3% | +131.3% | +125.9% |
| 3Y | +37.0% | -1.1% | +38.1% | +26.1% |
| 5Y | -53.1% | -36.0% | -17.1% | -46.8% |
| All | -53.1% | -35.2% | -17.9% | -46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 5y: compounded portfolio wealth divided by compounded TRU 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…
5y analysis · Full analysis span regression · 6 months rolling