+677.4%
IWM vs ILMN
+1,331.5%
-654.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -8.2% | +3.6% | -3.2% |
| 7D | -4.6% | -28.3% | +23.7% | +0.5% |
| 30D | -3.7% | -24.0% | +20.3% | +0.4% |
| 3M | -9.4% | +4.1% | -13.4% | -10.9% |
| 6M | -3.6% | +49.6% | -53.2% | -11.2% |
| YTD | +10.8% | +58.6% | -47.8% | +0.5% |
| 1Y | +11.9% | +69.9% | -58.0% | +0.2% |
| 3Y | +60.6% | +82.9% | -22.3% | +38.6% |
| 5Y | +19.2% | -47.6% | +66.8% | +23.3% |
| 10Y | +165.3% | +58.8% | +106.5% | +126.7% |
| All | +677.4% | +1,331.5% | -654.1% | +293.8% |
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