+63.9%
VWO vs ILMN
+32.3%
+31.6%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.3% |
| 7D | +0.2% | -3.9% | +4.0% | +0.6% |
| 30D | +0.9% | +6.9% | -6.0% | 0.0% |
| 3M | +4.3% | +28.1% | -23.8% | +1.1% |
| 6M | +10.5% | +65.0% | -54.4% | +3.9% |
| YTD | +13.4% | +56.3% | -42.9% | +6.9% |
| 1Y | +18.6% | +108.7% | -90.1% | +7.2% |
| All | +63.9% | +32.3% | +31.6% | +55.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling