-53.1%
ILMN vs VSXY
+21.5%
-74.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.9% | -7.1% | -4.0% |
| 7D | +1.9% | -6.8% | +8.7% | +2.9% |
| 30D | +12.3% | -20.4% | +32.7% | +16.8% |
| 3M | +33.5% | +2.9% | +30.7% | +31.3% |
| 6M | +69.4% | +67.9% | +1.4% | +46.0% |
| YTD | +60.9% | +44.9% | +16.1% | +41.5% |
| 1Y | +115.0% | +205.9% | -91.0% | +57.1% |
| 3Y | +37.0% | +373.9% | -336.8% | -17.6% |
| 5Y | -53.1% | +23.5% | -76.6% | -62.8% |
| All | -53.1% | +21.5% | -74.6% | -62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling