+59.0%
ILMN vs RVTY
+219.6%
-160.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.5% |
| 7D | -6.0% | -0.7% | -5.3% | -5.3% |
| 30D | -23.0% | +1.7% | -24.8% | -23.3% |
| 3M | +10.4% | +36.8% | -26.4% | -10.5% |
| 6M | +49.4% | +60.1% | -10.7% | +7.3% |
| YTD | +62.3% | +64.0% | -1.6% | +12.3% |
| 1Y | +73.7% | +68.2% | +5.5% | +17.5% |
| 3Y | +122.5% | +88.8% | +33.7% | +37.3% |
| 5Y | -43.2% | -10.5% | -32.6% | -42.0% |
| 10Y | +59.0% | +219.7% | -160.7% | -35.2% |
| All | +59.0% | +219.6% | -160.6% | -35.2% |
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