-37.6%
ILMN vs ROIV
+248.8%
-286.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -4.2% | -4.0% | -7.6% |
| 7D | -28.3% | -2.4% | -25.9% | -28.0% |
| 30D | -24.0% | +3.1% | -27.0% | -24.3% |
| 3M | +4.1% | +5.8% | -1.8% | +2.7% |
| 6M | +49.6% | +29.3% | +20.3% | +42.7% |
| YTD | +58.6% | +68.8% | -10.2% | +44.2% |
| 1Y | +69.9% | +81.0% | -11.1% | +52.4% |
| 3Y | +82.9% | +294.6% | -211.7% | +44.3% |
| 5Y | -47.6% | +373.1% | -420.7% | -64.7% |
| All | -37.6% | +248.8% | -286.4% | -55.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling