+27.8%
ILMN vs VEU
+150.1%
-122.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.0% |
| 7D | -3.9% | +0.3% | -4.2% | -4.1% |
| 30D | +6.9% | +0.7% | +6.2% | +6.3% |
| 3M | +28.1% | +4.7% | +23.4% | +21.4% |
| 6M | +65.0% | +11.6% | +53.3% | +44.4% |
| YTD | +56.3% | +16.8% | +39.5% | +28.7% |
| 1Y | +108.7% | +24.9% | +83.8% | +59.4% |
| 3Y | +33.1% | +75.7% | -42.7% | -31.3% |
| 5Y | -54.1% | +56.1% | -110.2% | -72.7% |
| 10Y | +27.8% | +153.6% | -125.8% | -54.9% |
| All | +27.8% | +150.1% | -122.2% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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