+2.4%
ILMN vs TRU
+238.0%
-235.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.9% | +4.4% | +1.2% |
| 7D | +1.2% | -6.8% | +8.0% | +4.5% |
| 30D | +9.2% | 0.0% | +9.1% | +9.1% |
| 3M | +29.8% | +13.3% | +16.5% | +21.3% |
| 6M | +69.2% | +3.4% | +65.8% | +63.5% |
| YTD | +66.4% | -6.4% | +72.8% | +66.0% |
| 1Y | +123.4% | -9.7% | +133.1% | +125.4% |
| 3Y | +33.2% | +0.1% | +33.0% | +21.5% |
| 5Y | -52.0% | -34.0% | -17.9% | -47.8% |
| 10Y | +33.6% | +147.9% | -114.3% | -18.9% |
| All | +2.4% | +238.0% | -235.6% | -44.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling