+24.3%
ILMN vs VNQ
+64.0%
-39.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.0% |
| 7D | -5.4% | -1.3% | -4.1% | -4.4% |
| 30D | +7.0% | -2.6% | +9.6% | +9.3% |
| 3M | +24.2% | -2.0% | +26.2% | +26.0% |
| 6M | +69.9% | +4.3% | +65.6% | +63.9% |
| YTD | +57.4% | +9.2% | +48.2% | +46.1% |
| 1Y | +107.9% | +5.6% | +102.3% | +98.3% |
| 3Y | +37.1% | +30.8% | +6.3% | +12.0% |
| 5Y | -53.7% | +8.0% | -61.7% | -56.5% |
| All | +24.3% | +64.0% | -39.7% | -8.6% |
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