-45.5%
ILMN vs ACWI
+54.8%
-100.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | -9.7% | -2.4% | -7.3% | -6.6% |
| 30D | -20.4% | -5.2% | -15.2% | -13.8% |
| 3M | +10.0% | -4.8% | +14.8% | +18.6% |
| 6M | +49.5% | -1.3% | +50.8% | +52.7% |
| YTD | +62.5% | +8.4% | +54.1% | +44.5% |
| 1Y | +76.0% | +11.0% | +65.0% | +51.1% |
| 3Y | +94.2% | +70.6% | +23.6% | -11.0% |
| All | -45.5% | +54.8% | -100.3% | -70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling