+111.6%
VWO vs ILMN
+25.5%
+86.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -1.2% |
| 7D | -1.7% | -9.2% | +7.5% | 0.0% |
| 30D | -0.3% | +4.4% | -4.7% | -1.3% |
| 3M | +4.0% | +23.9% | -19.9% | -0.5% |
| 6M | +8.1% | +64.5% | -56.4% | -2.3% |
| YTD | +11.6% | +53.5% | -41.8% | +1.8% |
| 1Y | +16.2% | +110.8% | -94.5% | -1.4% |
| 3Y | +63.3% | +30.7% | +32.6% | +47.9% |
| 5Y | +33.4% | -54.8% | +88.2% | +48.5% |
| All | +111.6% | +25.5% | +86.1% | +78.5% |
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