-99.6%
ILLR vs SPY
+183.4%
-283.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.1% |
| 7D | -5.0% | +0.1% | -5.1% | -5.1% |
| 30D | -21.1% | +0.1% | -21.2% | -21.2% |
| 3M | -57.8% | +2.0% | -59.8% | -58.2% |
| 6M | -49.6% | +13.0% | -62.6% | -52.3% |
| YTD | +183.4% | +13.5% | +169.9% | +169.3% |
| 1Y | -79.1% | +20.0% | -99.0% | -80.2% |
| 3Y | -93.4% | +77.2% | -170.6% | -94.0% |
| 5Y | -99.6% | +81.9% | -181.5% | -99.6% |
| All | -99.6% | +183.4% | -283.0% | -99.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling