+23.3%
LQD vs ILMN
+25.5%
-2.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | 0.0% |
| 7D | 0.0% | -3.9% | +3.8% | +0.1% |
| 30D | -0.2% | +6.9% | -7.1% | -0.5% |
| 3M | -1.7% | +28.1% | -29.8% | -2.8% |
| 6M | -2.7% | +65.0% | -67.6% | -5.0% |
| YTD | -1.4% | +56.3% | -57.7% | -3.6% |
| 1Y | -1.0% | +108.7% | -109.7% | -4.6% |
| 3Y | +15.1% | +33.1% | -18.0% | +12.2% |
| 5Y | -5.2% | -54.1% | +48.9% | -4.6% |
| 10Y | +23.3% | +27.8% | -4.5% | +20.7% |
| All | +23.3% | +25.5% | -2.2% | +20.7% |
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