+475.6%
ILMN vs ACWI
+330.1%
+145.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -3.8% | -4.4% | -4.4% |
| 7D | -28.3% | -4.0% | -24.3% | -25.0% |
| 30D | -24.0% | -5.8% | -18.1% | -18.8% |
| 3M | +4.1% | -5.0% | +9.1% | +10.3% |
| 6M | +49.6% | +0.7% | +48.9% | +49.2% |
| YTD | +58.6% | +8.4% | +50.2% | +46.2% |
| 1Y | +69.9% | +10.1% | +59.8% | +54.3% |
| 3Y | +82.9% | +70.8% | +12.1% | +8.9% |
| 5Y | -47.6% | +55.4% | -103.0% | -64.9% |
| 10Y | +58.8% | +223.3% | -164.5% | -43.5% |
| All | +475.6% | +330.1% | +145.4% | +52.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling