-43.8%
ILMN vs ROIV
+380.3%
-424.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | -0.1% | -1.0% |
| 7D | -2.9% | +1.7% | -4.5% | -3.2% |
| 30D | -23.8% | +17.6% | -41.4% | -25.8% |
| 3M | +7.5% | +9.0% | -1.5% | +5.4% |
| 6M | +42.8% | +35.3% | +7.5% | +34.5% |
| YTD | +57.8% | +82.2% | -24.3% | +40.1% |
| 1Y | +72.6% | +92.3% | -19.7% | +51.4% |
| 3Y | +129.3% | +336.8% | -207.5% | +73.0% |
| All | -43.8% | +380.3% | -424.2% | -65.2% |
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