+44.9%
IR vs ILMN
-44.7%
+89.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | +2.5% | -2.9% | +5.4% | +3.2% |
| 30D | +9.2% | -23.8% | +33.0% | +15.0% |
| 3M | +0.9% | +7.5% | -6.5% | -2.1% |
| 6M | +19.2% | +42.8% | -23.5% | +7.7% |
| YTD | +7.5% | +57.8% | -50.4% | -6.1% |
| 1Y | +11.7% | +72.6% | -60.9% | -4.5% |
| 3Y | +23.9% | +129.3% | -105.4% | -5.5% |
| All | +44.9% | -44.7% | +89.5% | +53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling