+6.0%
VWO vs ILMN
+92.1%
-86.2%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.9% | +6.6% | +2.1% |
| 7D | -1.3% | -21.6% | +20.3% | +0.6% |
| 30D | -7.1% | -22.9% | +15.7% | -5.3% |
| 3M | -6.1% | +11.6% | -17.7% | -7.1% |
| 6M | -3.9% | +62.5% | -66.4% | -8.0% |
| YTD | +5.0% | +72.7% | -67.7% | -1.0% |
| 1Y | +6.0% | +93.9% | -87.9% | -1.9% |
| All | +6.0% | +92.1% | -86.2% | -1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling