+161.6%
IWM vs ILMN
+60.6%
+101.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.5% | -1.5% | +0.3% |
| 7D | -2.0% | -9.7% | +7.7% | +0.5% |
| 30D | -1.5% | -20.4% | +19.0% | +3.7% |
| 3M | -8.0% | +10.0% | -18.0% | -12.0% |
| 6M | -4.1% | +49.5% | -53.6% | -16.2% |
| YTD | +11.9% | +62.5% | -50.6% | -5.4% |
| 1Y | +15.0% | +76.0% | -61.0% | -5.0% |
| 3Y | +64.2% | +94.2% | -30.0% | +25.2% |
| 5Y | +20.4% | -46.3% | +66.7% | +28.8% |
| All | +161.6% | +60.6% | +101.0% | +120.1% |
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