+747.0%
IWM vs ILMN
+1,401.8%
-654.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.8% | +0.5% |
| 7D | +0.1% | +1.2% | -1.1% | -0.1% |
| 30D | -1.3% | +9.2% | -10.4% | -2.9% |
| 3M | +1.6% | +29.8% | -28.2% | -3.2% |
| 6M | +13.6% | +69.2% | -55.6% | +3.1% |
| YTD | +20.8% | +66.4% | -45.6% | +9.5% |
| 1Y | +26.4% | +123.4% | -97.0% | +8.1% |
| 3Y | +60.7% | +33.2% | +27.5% | +47.2% |
| 5Y | +38.2% | -52.0% | +90.2% | +45.9% |
| 10Y | +169.5% | +33.6% | +135.9% | +136.3% |
| All | +747.0% | +1,401.8% | -654.8% | +329.2% |
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