-45.5%
ILMN vs RVTY
-7.4%
-38.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.8% | -0.4% | +0.4% |
| 7D | -9.7% | -1.2% | -8.5% | -8.7% |
| 30D | -20.4% | +1.0% | -21.4% | -20.3% |
| 3M | +10.0% | +35.8% | -25.8% | -10.2% |
| 6M | +49.5% | +56.7% | -7.2% | +9.2% |
| YTD | +62.5% | +60.7% | +1.8% | +14.0% |
| 1Y | +76.0% | +73.7% | +2.3% | +16.0% |
| 3Y | +94.2% | +82.8% | +11.4% | +22.2% |
| All | -45.5% | -7.4% | -38.1% | -46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling