-55.2%
ILMN vs VSXY
+90.2%
-145.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.8% | +3.2% | -0.7% |
| 7D | +0.7% | -1.6% | +2.3% | +1.0% |
| 30D | -22.7% | +17.8% | -40.5% | -25.1% |
| 3M | +8.6% | +12.5% | -3.9% | +5.7% |
| 6M | +43.8% | +124.7% | -80.9% | +18.2% |
| YTD | +59.8% | +93.2% | -33.4% | +33.5% |
| 1Y | +71.8% | +195.6% | -123.9% | +29.5% |
| 3Y | +119.0% | +434.6% | -315.7% | +34.1% |
| 5Y | -43.8% | +103.3% | -147.1% | -59.3% |
| All | -55.2% | +90.2% | -145.4% | -67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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