+70.5%
ILMN vs VIG
+267.0%
-196.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.4% | +1.2% | +0.7% |
| 7D | -2.6% | +0.4% | -3.0% | -3.0% |
| 30D | -20.6% | +4.3% | -24.9% | -24.4% |
| 3M | +17.5% | +2.0% | +15.4% | +14.8% |
| 6M | +55.6% | +10.2% | +45.4% | +38.8% |
| YTD | +68.3% | +14.8% | +53.5% | +42.3% |
| 1Y | +81.1% | +17.5% | +63.7% | +49.1% |
| 3Y | +112.2% | +67.4% | +44.8% | +16.7% |
| 5Y | -42.6% | +63.4% | -106.0% | -66.9% |
| 10Y | +70.5% | +259.9% | -189.4% | -55.9% |
| All | +70.5% | +267.0% | -196.5% | -55.9% |
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