+70.5%
ILMN vs SPG
+117.3%
-46.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.0% | +1.6% | +3.1% |
| 7D | -2.6% | +5.1% | -7.6% | -3.8% |
| 30D | -20.6% | +16.8% | -37.5% | -23.9% |
| 3M | +17.5% | +5.7% | +11.8% | +15.6% |
| 6M | +55.6% | +17.8% | +37.8% | +48.8% |
| YTD | +68.3% | +30.1% | +38.2% | +56.7% |
| 1Y | +81.1% | +32.8% | +48.3% | +67.7% |
| 3Y | +112.2% | +137.2% | -25.1% | +71.5% |
| 5Y | -42.6% | +81.5% | -124.1% | -51.9% |
| 10Y | +70.5% | +116.5% | -46.0% | +45.9% |
| All | +70.5% | +117.3% | -46.8% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling