+1,370.5%
ILMN vs VIG
+623.5%
+747.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.0% |
| 7D | +1.2% | -0.4% | +1.7% | +1.8% |
| 30D | +9.2% | -1.0% | +10.1% | +10.4% |
| 3M | +29.8% | +2.8% | +27.1% | +26.0% |
| 6M | +69.2% | +8.2% | +61.0% | +54.8% |
| YTD | +66.4% | +11.0% | +55.4% | +47.1% |
| 1Y | +123.4% | +16.1% | +107.3% | +87.9% |
| 3Y | +33.2% | +56.2% | -23.0% | -18.6% |
| 5Y | -52.0% | +63.0% | -114.9% | -71.3% |
| 10Y | +33.6% | +241.4% | -207.8% | -64.4% |
| All | +1,370.5% | +623.5% | +747.0% | +43.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling