+1,321.2%
ILMN vs VEU
+192.1%
+1,129.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -2.0% |
| 7D | +1.2% | +1.1% | +0.1% | +0.3% |
| 30D | +9.2% | +2.2% | +7.0% | +7.3% |
| 3M | +29.8% | +3.0% | +26.9% | +26.5% |
| 6M | +69.2% | +10.9% | +58.3% | +54.5% |
| YTD | +66.4% | +18.2% | +48.2% | +43.3% |
| 1Y | +123.4% | +28.3% | +95.1% | +80.1% |
| 3Y | +33.2% | +74.6% | -41.5% | -16.0% |
| 5Y | -52.0% | +56.4% | -108.3% | -66.3% |
| 10Y | +33.6% | +153.0% | -119.4% | -33.4% |
| All | +1,321.2% | +192.1% | +1,129.0% | +457.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling