+503.8%
ILMN vs ACWI
+356.8%
+147.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.5% | -1.5% |
| 7D | +1.2% | +0.5% | +0.7% | +0.8% |
| 30D | +9.2% | +0.9% | +8.3% | +8.3% |
| 3M | +29.8% | +2.4% | +27.5% | +26.7% |
| 6M | +69.2% | +12.4% | +56.8% | +50.4% |
| YTD | +66.4% | +15.2% | +51.2% | +43.6% |
| 1Y | +123.4% | +22.7% | +100.7% | +81.4% |
| 3Y | +33.2% | +75.8% | -42.6% | -23.3% |
| 5Y | -52.0% | +67.7% | -119.7% | -70.3% |
| 10Y | +33.6% | +229.0% | -195.4% | -53.6% |
| All | +503.8% | +356.8% | +147.0% | +49.5% |
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