+73.7%
ILMN vs ACWI
+13.1%
+60.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -2.0% |
| 7D | -6.0% | -0.7% | -5.3% | -5.2% |
| 30D | -23.0% | -2.0% | -21.0% | -21.3% |
| 3M | +10.4% | -2.2% | +12.6% | +13.0% |
| 6M | +49.4% | +1.9% | +47.5% | +48.8% |
| YTD | +62.3% | +12.0% | +50.4% | +49.6% |
| 1Y | +73.7% | +12.5% | +61.2% | +59.0% |
| All | +73.7% | +13.1% | +60.6% | +59.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling