+5.2%
VWO vs ILMN
+72.2%
-67.0%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | 0.0% |
| 7D | +2.0% | -2.9% | +4.8% | +2.2% |
| 30D | -4.3% | -23.8% | +19.5% | -2.2% |
| 3M | -6.4% | +7.5% | -13.8% | -7.0% |
| 6M | -5.6% | +42.8% | -48.4% | -8.5% |
| YTD | +5.2% | +57.8% | -52.6% | +0.1% |
| 1Y | +5.2% | +72.6% | -67.4% | -1.2% |
| All | +5.2% | +72.2% | -67.0% | -1.2% |
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