-53.3%
ILMN vs VSXY
+37.4%
-90.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -2.0% |
| 7D | +1.2% | -14.0% | +15.2% | +3.8% |
| 30D | +9.2% | -15.9% | +25.1% | +12.2% |
| 3M | +29.8% | +3.4% | +26.5% | +27.6% |
| 6M | +69.2% | +25.9% | +43.3% | +55.4% |
| YTD | +66.4% | +39.5% | +26.9% | +48.0% |
| 1Y | +123.4% | +194.4% | -70.9% | +66.6% |
| 3Y | +33.2% | +281.4% | -248.3% | -13.6% |
| 5Y | -52.0% | +12.8% | -64.7% | -61.9% |
| All | -53.3% | +37.4% | -90.7% | -64.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling