+111.8%
VWO vs ILMN
+54.3%
+57.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.1% |
| 7D | +2.0% | -2.9% | +4.8% | +2.5% |
| 30D | -4.3% | -23.8% | +19.5% | 0.0% |
| 3M | -6.4% | +7.5% | -13.8% | -8.7% |
| 6M | -5.6% | +42.8% | -48.4% | -13.2% |
| YTD | +5.2% | +57.8% | -52.6% | -5.7% |
| 1Y | +5.2% | +72.6% | -67.4% | -7.4% |
| 3Y | +55.5% | +129.3% | -73.8% | +23.5% |
| 5Y | +25.6% | -44.5% | +70.1% | +32.7% |
| All | +111.8% | +54.3% | +57.5% | +80.6% |
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