+115.0%
ILMN vs SPG
+22.1%
+92.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.2% | -4.4% | -3.7% |
| 7D | +1.9% | 0.0% | +1.9% | +1.9% |
| 30D | +12.3% | -4.9% | +17.2% | +14.5% |
| 3M | +33.5% | +3.3% | +30.2% | +30.8% |
| 6M | +69.4% | +11.2% | +58.1% | +59.7% |
| YTD | +60.9% | +17.1% | +43.9% | +46.6% |
| 1Y | +115.0% | +21.6% | +93.4% | +85.3% |
| All | +115.0% | +22.1% | +92.9% | +85.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling