+142.2%
VXUS vs ILMN
+64.4%
+77.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | -0.2% |
| 7D | +0.5% | -9.8% | +10.3% | +2.3% |
| 30D | -2.5% | -22.7% | +20.2% | +1.5% |
| 3M | -4.6% | +12.1% | -16.7% | -7.7% |
| 6M | -2.6% | +51.5% | -54.1% | -11.2% |
| YTD | +10.4% | +63.9% | -53.5% | -1.5% |
| 1Y | +12.9% | +76.6% | -63.7% | -0.8% |
| 3Y | +68.4% | +124.6% | -56.2% | +35.2% |
| 5Y | +47.7% | -42.7% | +90.4% | +53.9% |
| 10Y | +142.2% | +59.7% | +82.6% | +110.2% |
| All | +142.2% | +64.4% | +77.8% | +110.2% |
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 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