+14.4%
ILMN vs VTEB
+26.6%
-12.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | +1.9% | -0.2% | +2.1% | +2.1% |
| 30D | +12.3% | -1.6% | +13.9% | +14.1% |
| 3M | +33.5% | -2.0% | +35.5% | +36.3% |
| 6M | +69.4% | -1.7% | +71.0% | +72.4% |
| YTD | +60.9% | -0.6% | +61.5% | +62.1% |
| 1Y | +115.0% | +1.8% | +113.1% | +111.7% |
| 3Y | +37.0% | +9.6% | +27.4% | +26.2% |
| 5Y | -53.1% | +2.1% | -55.2% | -55.1% |
| 10Y | +27.6% | +18.9% | +8.6% | +37.7% |
| All | +14.4% | +26.6% | -12.2% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded VTEB 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling