+329.3%
VWO vs ILMN
+5,704.1%
-5,374.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.1% |
| 7D | +1.1% | +1.2% | -0.2% | +0.8% |
| 30D | +2.4% | +9.2% | -6.8% | +0.3% |
| 3M | +2.0% | +29.8% | -27.9% | -4.0% |
| 6M | +10.7% | +69.2% | -58.5% | -1.9% |
| YTD | +14.4% | +66.4% | -52.0% | +1.3% |
| 1Y | +22.7% | +123.4% | -100.7% | +0.7% |
| 3Y | +64.2% | +33.2% | +31.0% | +45.7% |
| 5Y | +35.8% | -52.0% | +87.7% | +45.4% |
| 10Y | +114.7% | +33.6% | +81.1% | +71.1% |
| All | +329.3% | +5,704.1% | -5,374.8% | +53.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling