+7,267.4%
ILMN vs VNQ
+392.1%
+6,875.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.2% |
| 7D | +1.9% | -0.4% | +2.3% | +2.1% |
| 30D | +12.3% | -2.5% | +14.8% | +13.8% |
| 3M | +33.5% | +1.4% | +32.2% | +32.5% |
| 6M | +69.4% | +4.6% | +64.8% | +65.1% |
| YTD | +60.9% | +10.5% | +50.4% | +52.0% |
| 1Y | +115.0% | +8.4% | +106.6% | +105.5% |
| 3Y | +37.0% | +32.4% | +4.6% | +19.0% |
| 5Y | -53.1% | +5.5% | -58.6% | -53.8% |
| 10Y | +27.6% | +59.1% | -31.5% | +1.8% |
| All | +7,267.4% | +392.1% | +6,875.3% | +2,452.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling