+59.0%
ILMN vs ACWI
+227.3%
-168.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -2.4% |
| 7D | -6.0% | -0.7% | -5.3% | -5.0% |
| 30D | -23.0% | -2.0% | -21.0% | -20.6% |
| 3M | +10.4% | -2.2% | +12.6% | +14.2% |
| 6M | +49.4% | +1.9% | +47.5% | +46.5% |
| YTD | +62.3% | +12.0% | +50.4% | +40.8% |
| 1Y | +73.7% | +12.5% | +61.2% | +49.8% |
| 3Y | +122.5% | +75.4% | +47.1% | +11.9% |
| 5Y | -43.2% | +61.5% | -104.7% | -67.9% |
| 10Y | +59.0% | +227.1% | -168.2% | -55.0% |
| All | +59.0% | +227.3% | -168.4% | -55.0% |
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