-45.5%
ILMN vs ROIV
+378.2%
-423.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.2% | -3.7% | +1.5% |
| 7D | -9.7% | +5.3% | -15.0% | -10.5% |
| 30D | -20.4% | +11.9% | -32.3% | -21.8% |
| 3M | +10.0% | +10.7% | -0.7% | +7.6% |
| 6M | +49.5% | +34.9% | +14.6% | +41.0% |
| YTD | +62.5% | +79.2% | -16.7% | +44.9% |
| 1Y | +76.0% | +89.0% | -13.0% | +55.2% |
| 3Y | +94.2% | +337.3% | -243.2% | +47.1% |
| All | -45.5% | +378.2% | -423.8% | -65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling