+25.9%
IWM vs ILMN
-43.8%
+69.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.1% |
| 7D | -0.3% | -6.0% | +5.7% | +1.1% |
| 30D | +1.9% | -23.0% | +24.9% | +7.4% |
| 3M | -5.7% | +10.4% | -16.1% | -9.5% |
| 6M | -0.3% | +49.4% | -49.7% | -11.7% |
| YTD | +15.8% | +62.3% | -46.6% | -0.5% |
| 1Y | +17.1% | +73.7% | -56.6% | -1.2% |
| 3Y | +73.1% | +122.5% | -49.5% | +30.4% |
| 5Y | +25.9% | -43.2% | +69.0% | +33.9% |
| All | +25.9% | -43.8% | +69.6% | +33.9% |
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