+71.1%
IYR vs ILMN
+29.2%
+42.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | +0.5% |
| 7D | -0.4% | +1.9% | -2.3% | -0.8% |
| 30D | -2.5% | +12.3% | -14.8% | -4.7% |
| 3M | +1.5% | +33.5% | -32.1% | -4.2% |
| 6M | +3.9% | +69.4% | -65.5% | -6.5% |
| YTD | +9.5% | +60.9% | -51.4% | -1.0% |
| 1Y | +7.5% | +115.0% | -107.5% | -9.0% |
| 3Y | +30.8% | +37.0% | -6.2% | +17.6% |
| 5Y | +4.8% | -53.1% | +57.9% | +12.3% |
| All | +71.1% | +29.2% | +42.0% | +55.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling