+1,299.6%
ILMN vs VEU
+174.2%
+1,125.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.1% |
| 7D | -9.8% | +0.5% | -10.3% | -10.1% |
| 30D | -22.7% | -2.3% | -20.4% | -20.9% |
| 3M | +12.1% | -4.4% | +16.4% | +17.0% |
| 6M | +51.5% | -2.2% | +53.6% | +54.4% |
| YTD | +63.9% | +10.9% | +52.9% | +49.4% |
| 1Y | +76.6% | +13.4% | +63.2% | +58.2% |
| 3Y | +124.6% | +69.7% | +54.9% | +45.6% |
| 5Y | -42.7% | +50.0% | -92.7% | -58.2% |
| 10Y | +59.7% | +145.8% | -86.1% | -18.1% |
| All | +1,299.6% | +174.2% | +1,125.4% | +480.9% |
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 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