+56.0%
ILMN vs VIG
+262.6%
-206.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -2.9% | +3.5% | -6.4% | -6.7% |
| 30D | -23.8% | +4.9% | -28.8% | -28.0% |
| 3M | +7.5% | +2.5% | +4.9% | +4.4% |
| 6M | +42.8% | +11.0% | +31.7% | +26.1% |
| YTD | +57.8% | +16.0% | +41.9% | +31.8% |
| 1Y | +72.6% | +17.5% | +55.1% | +42.0% |
| 3Y | +129.3% | +67.0% | +62.3% | +26.6% |
| 5Y | -44.5% | +64.8% | -109.3% | -68.3% |
| All | +56.0% | +262.6% | -206.6% | -60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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