+59.7%
ILMN vs ACWI
+220.7%
-161.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.1% |
| 7D | -9.8% | -0.2% | -9.6% | -9.5% |
| 30D | -22.7% | -3.3% | -19.5% | -19.0% |
| 3M | +12.1% | -3.4% | +15.5% | +17.8% |
| 6M | +51.5% | +0.8% | +50.7% | +50.5% |
| YTD | +63.9% | +10.7% | +53.2% | +44.1% |
| 1Y | +76.6% | +11.6% | +65.0% | +53.8% |
| 3Y | +124.6% | +73.4% | +51.2% | +14.6% |
| 5Y | -42.7% | +60.2% | -102.9% | -67.2% |
| 10Y | +59.7% | +221.6% | -161.9% | -54.2% |
| All | +59.7% | +220.7% | -161.0% | -54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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