-47.6%
ILMN vs ACWI
+55.1%
-102.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -3.8% | -4.4% | -2.9% |
| 7D | -28.3% | -4.0% | -24.3% | -23.7% |
| 30D | -24.0% | -5.8% | -18.1% | -16.9% |
| 3M | +4.1% | -5.0% | +9.1% | +12.5% |
| 6M | +49.6% | +0.7% | +48.9% | +48.6% |
| YTD | +58.6% | +8.4% | +50.2% | +40.9% |
| 1Y | +69.9% | +10.1% | +59.8% | +47.6% |
| 3Y | +82.9% | +70.8% | +12.1% | -16.3% |
| 5Y | -47.6% | +55.4% | -103.0% | -72.3% |
| All | -47.6% | +55.1% | -102.7% | -72.3% |
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