+27.6%
ILMN vs SPG
+61.5%
-34.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.2% | -4.4% | -3.6% |
| 7D | +1.9% | 0.0% | +1.9% | +1.9% |
| 30D | +12.3% | -4.9% | +17.2% | +13.7% |
| 3M | +33.5% | +3.3% | +30.2% | +32.3% |
| 6M | +69.4% | +11.2% | +58.1% | +64.5% |
| YTD | +60.9% | +17.1% | +43.9% | +54.1% |
| 1Y | +115.0% | +21.6% | +93.4% | +103.9% |
| 3Y | +37.0% | +111.9% | -74.9% | +14.0% |
| 5Y | -53.1% | +106.9% | -160.1% | -61.1% |
| 10Y | +27.6% | +62.2% | -34.6% | +24.0% |
| All | +27.6% | +61.5% | -34.0% | +24.0% |
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