-99.6%
ILLR vs VT
+145.4%
-244.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.2% | -2.3% |
| 7D | -5.0% | +0.4% | -5.5% | -5.3% |
| 30D | -21.1% | +1.0% | -22.1% | -21.6% |
| 3M | -57.8% | +2.4% | -60.2% | -58.3% |
| 6M | -49.6% | +12.0% | -61.6% | -52.2% |
| YTD | +183.4% | +15.3% | +168.1% | +168.1% |
| 1Y | -79.1% | +22.6% | -101.6% | -80.3% |
| 3Y | -93.4% | +74.7% | -168.1% | -94.0% |
| 5Y | -99.6% | +66.1% | -165.7% | -99.6% |
| All | -99.6% | +145.4% | -244.9% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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