-99.7%
ILLR vs SPY
+81.0%
-180.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.3% |
| 7D | -20.8% | -0.4% | -20.5% | -20.6% |
| 30D | -31.0% | -1.4% | -29.6% | -30.1% |
| 3M | -65.0% | +3.7% | -68.7% | -66.3% |
| 6M | -61.0% | +13.0% | -74.0% | -64.7% |
| YTD | +143.7% | +12.4% | +131.4% | +123.2% |
| 1Y | -87.3% | +18.5% | -105.9% | -88.5% |
| 3Y | -95.1% | +77.6% | -172.7% | -95.8% |
| 5Y | -99.7% | +81.7% | -181.3% | -99.7% |
| All | -99.7% | +81.0% | -180.6% | -99.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling