+56.0%
ILMN vs VYM
+205.6%
-149.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | -2.9% | +3.7% | -6.5% | -6.5% |
| 30D | -23.8% | +3.7% | -27.5% | -26.5% |
| 3M | +7.5% | -0.7% | +8.2% | +8.4% |
| 6M | +42.8% | +7.2% | +35.6% | +32.8% |
| YTD | +57.8% | +16.9% | +40.9% | +33.2% |
| 1Y | +72.6% | +19.6% | +53.0% | +42.4% |
| 3Y | +129.3% | +74.6% | +54.8% | +30.3% |
| 5Y | -44.5% | +72.3% | -116.8% | -67.4% |
| All | +56.0% | +205.6% | -149.6% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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