+1,045.4%
ILMN vs SPG
+2,671.0%
-1,625.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.2% |
| 7D | +1.2% | -2.4% | +3.6% | +2.0% |
| 30D | +9.2% | -6.8% | +16.0% | +11.7% |
| 3M | +29.8% | +2.7% | +27.2% | +28.6% |
| 6M | +69.2% | +5.5% | +63.7% | +66.0% |
| YTD | +66.4% | +15.7% | +50.7% | +58.1% |
| 1Y | +123.4% | +20.9% | +102.5% | +109.4% |
| 3Y | +33.2% | +112.4% | -79.2% | +4.1% |
| 5Y | -52.0% | +101.4% | -153.3% | -62.1% |
| 10Y | +33.6% | +60.6% | -27.0% | +1.5% |
| All | +1,045.4% | +2,671.0% | -1,625.6% | +11.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling