+23.8%
IWM vs ILMN
-44.7%
+68.4%
-30.9%
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 | +1.4% | -2.9% | +4.3% | +2.1% |
| 30D | +2.3% | -23.8% | +26.1% | +8.1% |
| 3M | -8.3% | +7.5% | -15.8% | -11.4% |
| 6M | -1.3% | +42.8% | -44.1% | -11.6% |
| YTD | +13.5% | +57.8% | -44.3% | -1.8% |
| 1Y | +18.4% | +72.6% | -54.2% | 0.0% |
| 3Y | +69.6% | +129.3% | -59.7% | +26.7% |
| All | +23.8% | -44.7% | +68.4% | +31.5% |
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