+20.0%
IWM vs ILMN
-46.1%
+66.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.5% | -1.5% | +0.4% |
| 7D | -2.0% | -9.7% | +7.7% | +0.2% |
| 30D | -1.5% | -20.4% | +19.0% | +3.0% |
| 3M | -8.0% | +10.0% | -18.0% | -11.6% |
| 6M | -4.1% | +49.5% | -53.6% | -15.1% |
| YTD | +11.9% | +62.5% | -50.6% | -3.8% |
| 1Y | +15.0% | +76.0% | -61.0% | -3.3% |
| 3Y | +64.2% | +94.2% | -30.0% | +28.2% |
| All | +20.0% | -46.1% | +66.2% | +30.0% |
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