+132.2%
ILMN vs SPG
+136.2%
-4.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.3% |
| 7D | +0.7% | +3.1% | -2.4% | -0.8% |
| 30D | -22.7% | +16.4% | -39.2% | -28.9% |
| 3M | +8.6% | +7.1% | +1.6% | +4.6% |
| 6M | +43.8% | +16.1% | +27.8% | +31.5% |
| YTD | +59.8% | +30.4% | +29.3% | +35.5% |
| 1Y | +71.8% | +33.0% | +38.8% | +44.0% |
| All | +132.2% | +136.2% | -4.0% | +10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling