-37.1%
ILMN vs ROIV
+280.9%
-318.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.4% | +2.9% | -0.9% |
| 7D | +0.7% | +9.2% | -8.5% | -0.6% |
| 30D | -22.7% | +19.9% | -42.6% | -24.8% |
| 3M | +8.6% | +10.6% | -2.0% | +6.5% |
| 6M | +43.8% | +36.1% | +7.8% | +36.2% |
| YTD | +59.8% | +84.3% | -24.5% | +43.3% |
| 1Y | +71.8% | +87.6% | -15.8% | +53.4% |
| 3Y | +119.0% | +353.9% | -234.9% | +69.3% |
| 5Y | -43.8% | +376.1% | -419.9% | -62.7% |
| All | -37.1% | +280.9% | -318.0% | -55.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling