-94.7%
ILLR vs SPY
+77.4%
-172.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -0.5% | -10.1% | -9.7% |
| 7D | -17.3% | +0.5% | -17.9% | -18.2% |
| 30D | -30.8% | -0.9% | -29.8% | -29.5% |
| 3M | -75.5% | +3.9% | -79.3% | -77.5% |
| 6M | -58.5% | +14.5% | -73.0% | -67.8% |
| YTD | +153.1% | +12.9% | +140.2% | +104.0% |
| 1Y | -84.6% | +19.4% | -104.0% | -87.9% |
| All | -94.7% | +77.4% | -172.0% | -97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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