+76.6%
ILMN vs RVTY
+74.8%
+1.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.0% |
| 7D | -9.8% | -2.7% | -7.1% | -8.0% |
| 30D | -22.7% | +3.2% | -26.0% | -23.4% |
| 3M | +12.1% | +37.2% | -25.1% | -3.5% |
| 6M | +51.5% | +57.7% | -6.2% | +21.7% |
| YTD | +63.9% | +64.8% | -1.0% | +25.6% |
| 1Y | +76.6% | +72.8% | +3.7% | +31.9% |
| All | +76.6% | +74.8% | +1.8% | +31.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling