+1,028.0%
ILMN vs SPG
+3,035.5%
-2,007.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.9% |
| 7D | -9.8% | +5.6% | -15.4% | -11.4% |
| 30D | -22.7% | +17.6% | -40.3% | -26.9% |
| 3M | +12.1% | +7.5% | +4.6% | +9.2% |
| 6M | +51.5% | +18.5% | +32.9% | +42.7% |
| YTD | +63.9% | +30.9% | +32.9% | +49.2% |
| 1Y | +76.6% | +34.1% | +42.4% | +59.6% |
| 3Y | +124.6% | +135.5% | -10.9% | +69.3% |
| 5Y | -42.7% | +86.5% | -129.2% | -53.9% |
| 10Y | +59.7% | +116.1% | -56.4% | +9.0% |
| All | +1,028.0% | +3,035.5% | -2,007.6% | +5.2% |
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