+345.2%
IR vs ILMN
+24.8%
+320.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.6% | +1.1% | +3.8% |
| 7D | +5.0% | -2.6% | +7.6% | +5.6% |
| 30D | +10.3% | -20.6% | +31.0% | +15.7% |
| 3M | -0.1% | +17.5% | -17.5% | -5.4% |
| 6M | +14.8% | +55.6% | -40.9% | +0.7% |
| YTD | +9.7% | +68.3% | -58.6% | -6.5% |
| 1Y | +12.2% | +81.1% | -68.9% | -6.2% |
| 3Y | +30.0% | +112.2% | -82.2% | -0.5% |
| 5Y | +46.8% | -42.6% | +89.4% | +52.8% |
| All | +345.2% | +24.8% | +320.4% | +243.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 10y: compounded portfolio wealth divided by compounded ILMN 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…
10y analysis · Full analysis span regression · 6 months rolling