+56.0%
ILMN vs VNQ
+83.2%
-27.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -2.9% | +0.8% | -3.6% | -3.4% |
| 30D | -23.8% | +6.8% | -30.6% | -27.7% |
| 3M | +7.5% | -1.3% | +8.8% | +8.2% |
| 6M | +42.8% | +2.4% | +40.4% | +39.2% |
| YTD | +57.8% | +12.1% | +45.7% | +42.9% |
| 1Y | +72.6% | +12.0% | +60.6% | +56.5% |
| 3Y | +129.3% | +44.8% | +84.6% | +72.7% |
| 5Y | -44.5% | +6.9% | -51.4% | -48.0% |
| All | +56.0% | +83.2% | -27.2% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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