+7,126.0%
ILMN vs VNQ
+399.1%
+6,726.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -2.9% | +0.8% | -3.6% | -3.2% |
| 30D | -23.8% | +6.8% | -30.6% | -26.6% |
| 3M | +7.5% | -1.3% | +8.8% | +8.0% |
| 6M | +42.8% | +2.4% | +40.4% | +40.4% |
| YTD | +57.8% | +12.1% | +45.7% | +47.6% |
| 1Y | +72.6% | +12.0% | +60.6% | +61.6% |
| 3Y | +129.3% | +44.8% | +84.6% | +89.6% |
| 5Y | -44.5% | +6.9% | -51.4% | -45.7% |
| 10Y | +54.5% | +82.9% | -28.4% | +15.3% |
| All | +7,126.0% | +399.1% | +6,726.9% | +2,378.0% |
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