-43.8%
ILMN vs SPG
+83.3%
-127.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.3% |
| 7D | +0.7% | +3.1% | -2.4% | -1.0% |
| 30D | -22.7% | +16.4% | -39.2% | -29.7% |
| 3M | +8.6% | +7.1% | +1.6% | +3.9% |
| 6M | +43.8% | +16.1% | +27.8% | +30.3% |
| YTD | +59.8% | +30.4% | +29.3% | +34.0% |
| 1Y | +71.8% | +33.0% | +38.8% | +42.4% |
| 3Y | +119.0% | +134.6% | -15.7% | +23.8% |
| 5Y | -43.8% | +84.9% | -128.7% | -67.6% |
| All | -43.8% | +83.3% | -127.1% | -67.6% |
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