+726.2%
IVV vs ILMN
+1,331.5%
-605.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -8.2% | +3.8% | -3.3% |
| 7D | -4.8% | -28.3% | +23.5% | -0.9% |
| 30D | -5.9% | -24.0% | +18.0% | -2.9% |
| 3M | -4.5% | +4.1% | -8.6% | -5.7% |
| 6M | +1.8% | +49.6% | -47.7% | -4.3% |
| YTD | +8.4% | +58.6% | -50.2% | +0.6% |
| 1Y | +9.4% | +69.9% | -60.5% | +0.6% |
| 3Y | +75.3% | +82.9% | -7.6% | +55.8% |
| 5Y | +67.8% | -47.6% | +115.4% | +71.3% |
| 10Y | +314.2% | +58.8% | +255.3% | +265.1% |
| All | +726.2% | +1,331.5% | -605.3% | +373.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling