+94.2%
ILMN vs ROIV
+314.9%
-220.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.2% | -3.7% | +1.1% |
| 7D | -9.7% | +5.3% | -15.0% | -10.7% |
| 30D | -20.4% | +11.9% | -32.3% | -22.2% |
| 3M | +10.0% | +10.7% | -0.7% | +6.8% |
| 6M | +49.5% | +34.9% | +14.6% | +37.8% |
| YTD | +62.5% | +79.2% | -16.7% | +37.9% |
| 1Y | +76.0% | +89.0% | -13.0% | +45.4% |
| 3Y | +94.2% | +337.3% | -243.2% | +10.1% |
| All | +94.2% | +314.9% | -220.8% | +10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling