-42.6%
ILMN vs ROIV
+433.0%
-475.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.6% | -1.0% | +2.8% |
| 7D | -2.6% | +13.3% | -15.9% | -4.6% |
| 30D | -20.6% | +14.8% | -35.4% | -22.4% |
| 3M | +17.5% | +11.9% | +5.5% | +14.7% |
| 6M | +55.6% | +42.4% | +13.2% | +45.4% |
| YTD | +68.3% | +87.4% | -19.1% | +48.8% |
| 1Y | +81.1% | +97.2% | -16.1% | +58.2% |
| 3Y | +112.2% | +375.7% | -263.5% | +57.9% |
| 5Y | -42.6% | +379.0% | -421.6% | -64.7% |
| All | -42.6% | +433.0% | -475.6% | -64.7% |
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 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