-54.0%
ILMN vs VNQ
+6.5%
-60.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.8% | -1.8% |
| 7D | -3.9% | -0.9% | -3.0% | -2.9% |
| 30D | +6.9% | -2.2% | +9.1% | +9.5% |
| 3M | +28.1% | -1.9% | +30.0% | +30.3% |
| 6M | +65.0% | +3.2% | +61.7% | +58.3% |
| YTD | +56.3% | +9.4% | +46.9% | +40.3% |
| 1Y | +108.7% | +7.5% | +101.2% | +91.3% |
| 3Y | +33.1% | +31.1% | +2.0% | -2.5% |
| All | -54.0% | +6.5% | -60.5% | -57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling