+83.1%
IVV vs ILMN
-51.8%
+134.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.1% | -0.1% |
| 7D | +0.1% | +1.2% | -1.1% | -0.1% |
| 30D | +0.1% | +9.2% | -9.1% | -1.6% |
| 3M | +2.0% | +29.8% | -27.9% | -2.9% |
| 6M | +13.0% | +69.2% | -56.2% | +2.4% |
| YTD | +13.6% | +66.4% | -52.8% | +2.7% |
| 1Y | +20.1% | +123.4% | -103.3% | +1.7% |
| 3Y | +77.6% | +33.2% | +44.4% | +61.9% |
| All | +83.1% | -51.8% | +134.9% | +109.2% |
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