+313.4%
IVV vs ILMN
+59.3%
+254.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.5% |
| 7D | -0.9% | -6.0% | +5.1% | +0.3% |
| 30D | -2.3% | -23.0% | +20.7% | +2.4% |
| 3M | -1.2% | +10.4% | -11.6% | -4.6% |
| 6M | +3.3% | +49.4% | -46.1% | -7.0% |
| YTD | +12.3% | +62.3% | -50.0% | -1.6% |
| 1Y | +12.5% | +73.7% | -61.2% | -3.0% |
| 3Y | +79.2% | +122.5% | -43.4% | +38.4% |
| 5Y | +75.6% | -43.2% | +118.8% | +84.8% |
| 10Y | +313.4% | +59.0% | +254.4% | +253.1% |
| All | +313.4% | +59.3% | +254.1% | +253.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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