+27.6%
ILMN vs RVTY
+140.1%
-112.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.4% | -0.9% | -1.6% |
| 7D | +1.9% | +0.4% | +1.5% | +1.6% |
| 30D | +12.3% | +10.8% | +1.5% | +4.5% |
| 3M | +33.5% | +26.8% | +6.8% | +12.2% |
| 6M | +69.4% | +39.3% | +30.0% | +31.5% |
| YTD | +60.9% | +31.6% | +29.3% | +28.4% |
| 1Y | +115.0% | +47.7% | +67.3% | +57.5% |
| 3Y | +37.0% | +19.9% | +17.1% | +13.6% |
| 5Y | -53.1% | -32.3% | -20.8% | -42.2% |
| 10Y | +27.6% | +138.4% | -110.9% | -43.5% |
| All | +27.6% | +140.1% | -112.5% | -43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling