+81.4%
ILMN vs SPG
+32.2%
+49.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.0% | +1.6% | +3.3% |
| 7D | -2.6% | +5.1% | -7.6% | -3.2% |
| 30D | -20.6% | +16.8% | -37.5% | -23.1% |
| 3M | +17.5% | +5.7% | +11.8% | +17.3% |
| 6M | +55.6% | +17.8% | +37.8% | +49.1% |
| YTD | +68.3% | +30.1% | +38.2% | +54.9% |
| All | +81.4% | +32.2% | +49.2% | +62.1% |
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