+37.0%
ILMN vs VSXY
+335.0%
-298.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.9% | -7.1% | -3.9% |
| 7D | +1.9% | -6.8% | +8.7% | +2.7% |
| 30D | +12.3% | -20.4% | +32.7% | +16.0% |
| 3M | +33.5% | +2.9% | +30.7% | +31.7% |
| 6M | +69.4% | +67.9% | +1.4% | +49.0% |
| YTD | +60.9% | +44.9% | +16.1% | +44.0% |
| 1Y | +115.0% | +205.9% | -91.0% | +61.9% |
| 3Y | +37.0% | +373.9% | -336.8% | -8.0% |
| All | +37.0% | +335.0% | -298.0% | -8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling