+112.2%
ILMN vs VEU
+70.2%
+41.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.8% | +0.8% | +0.7% |
| 7D | -2.6% | +0.8% | -3.3% | -3.2% |
| 30D | -20.6% | -1.6% | -19.0% | -18.9% |
| 3M | +17.5% | -4.2% | +21.6% | +23.1% |
| 6M | +55.6% | -1.5% | +57.1% | +57.9% |
| YTD | +68.3% | +11.7% | +56.6% | +46.6% |
| 1Y | +81.1% | +15.6% | +65.5% | +51.0% |
| 3Y | +112.2% | +71.7% | +40.4% | -3.2% |
| All | +112.2% | +70.2% | +41.9% | -3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling