+40.7%
ILMN vs SPG
+112.6%
-71.9%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.0% |
| 7D | +1.2% | -2.4% | +3.6% | +2.6% |
| 30D | +9.2% | -6.8% | +16.0% | +13.6% |
| 3M | +29.8% | +2.7% | +27.2% | +27.2% |
| 6M | +69.2% | +5.5% | +63.7% | +62.9% |
| YTD | +66.4% | +15.7% | +50.7% | +50.8% |
| 1Y | +123.4% | +20.9% | +102.5% | +96.9% |
| All | +40.7% | +112.6% | -71.9% | -20.4% |
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