+93.9%
ILMN vs ROIV
+97.8%
-4.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +6.1% | -11.0% | -4.9% |
| 7D | -21.6% | +3.0% | -24.6% | -21.5% |
| 30D | -22.9% | +6.8% | -29.7% | -22.8% |
| 3M | +11.6% | +10.5% | +1.1% | +11.8% |
| 6M | +62.5% | +34.8% | +27.7% | +64.7% |
| YTD | +72.7% | +76.2% | -3.5% | +92.6% |
| 1Y | +93.9% | +92.4% | +1.5% | +111.2% |
| All | +93.9% | +97.8% | -4.0% | +111.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 1y: compounded portfolio wealth divided by compounded ROIV 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…
1y analysis · Full analysis span regression · 6 months rolling