+640.3%
IYR vs ILMN
+1,401.8%
-761.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.8% | -0.5% |
| 7D | -1.2% | +1.2% | -2.5% | -1.4% |
| 30D | -2.9% | +9.2% | -12.0% | -4.0% |
| 3M | +0.8% | +29.8% | -29.0% | -2.6% |
| 6M | +1.9% | +69.2% | -67.4% | -5.1% |
| YTD | +9.6% | +66.4% | -56.7% | +2.1% |
| 1Y | +8.1% | +123.4% | -115.3% | -3.5% |
| 3Y | +29.2% | +33.2% | -4.0% | +20.8% |
| 5Y | +4.3% | -52.0% | +56.3% | +7.9% |
| 10Y | +64.7% | +33.6% | +31.1% | +47.8% |
| All | +640.3% | +1,401.8% | -761.5% | +377.8% |
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