+15.6%
VWO vs ILMN
+115.7%
-100.2%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | +0.5% |
| 7D | -1.8% | -5.4% | +3.6% | -1.4% |
| 30D | -0.1% | +7.0% | -7.1% | -0.6% |
| 3M | +2.2% | +24.2% | -22.0% | +0.8% |
| 6M | +8.8% | +69.9% | -61.2% | +5.2% |
| YTD | +12.4% | +57.4% | -45.0% | +9.0% |
| 1Y | +15.6% | +107.9% | -92.3% | +10.5% |
| All | +15.6% | +115.7% | -100.2% | +10.5% |
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 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