+49.5%
ILMN vs SPG
+14.6%
+34.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.6% | +2.5% |
| 7D | -9.7% | +4.9% | -14.6% | -9.3% |
| 30D | -20.4% | +15.6% | -36.0% | -21.4% |
| 3M | +10.0% | +4.1% | +5.9% | +11.7% |
| 6M | +49.5% | +13.6% | +35.9% | +48.4% |
| All | +49.5% | +14.6% | +34.9% | +48.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling