-45.5%
ILMN vs SPG
+74.6%
-120.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.6% | +2.0% |
| 7D | -9.7% | +4.9% | -14.6% | -12.3% |
| 30D | -20.4% | +15.6% | -36.0% | -27.3% |
| 3M | +10.0% | +4.1% | +5.9% | +7.0% |
| 6M | +49.5% | +13.6% | +35.9% | +37.2% |
| YTD | +62.5% | +27.5% | +35.0% | +38.0% |
| 1Y | +76.0% | +32.2% | +43.7% | +46.1% |
| 3Y | +94.2% | +126.0% | -31.8% | +12.1% |
| All | -45.5% | +74.6% | -120.1% | -68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling