+159.8%
VXUS vs ILMN
+203.2%
-43.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -8.2% | +4.5% | -2.3% |
| 7D | -3.4% | -28.3% | +24.9% | +1.6% |
| 30D | -5.8% | -24.0% | +18.1% | -2.0% |
| 3M | -6.4% | +4.1% | -10.5% | -8.0% |
| 6M | -2.5% | +49.6% | -52.1% | -10.1% |
| YTD | +7.9% | +58.6% | -50.7% | -2.0% |
| 1Y | +11.5% | +69.9% | -58.4% | 0.0% |
| 3Y | +63.4% | +82.9% | -19.4% | +39.9% |
| 5Y | +42.9% | -47.6% | +90.5% | +47.6% |
| 10Y | +138.9% | +58.8% | +80.0% | +101.0% |
| All | +159.8% | +203.2% | -43.4% | +96.3% |
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