-36.1%
ILMN vs ROIV
+298.6%
-334.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.2% |
| 7D | -6.0% | +9.5% | -15.5% | -7.3% |
| 30D | -23.0% | +21.0% | -44.0% | -25.2% |
| 3M | +10.4% | +18.7% | -8.3% | +7.1% |
| 6M | +49.4% | +44.5% | +4.9% | +40.2% |
| YTD | +62.3% | +92.9% | -30.5% | +44.6% |
| 1Y | +73.7% | +100.2% | -26.6% | +53.5% |
| 3Y | +122.5% | +375.0% | -252.5% | +70.9% |
| 5Y | -43.2% | +435.2% | -478.3% | -62.6% |
| All | -36.1% | +298.6% | -334.7% | -55.3% |
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