+1,018.6%
ILMN vs SPG
+2,954.5%
-1,935.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.6% | +2.2% |
| 7D | -9.7% | +4.9% | -14.6% | -11.1% |
| 30D | -20.4% | +15.6% | -36.0% | -24.3% |
| 3M | +10.0% | +4.1% | +5.9% | +8.3% |
| 6M | +49.5% | +13.6% | +35.9% | +42.8% |
| YTD | +62.5% | +27.5% | +35.0% | +49.2% |
| 1Y | +76.0% | +32.2% | +43.7% | +59.7% |
| 3Y | +94.2% | +126.0% | -31.8% | +48.3% |
| 5Y | -46.3% | +74.7% | -121.1% | -55.9% |
| 10Y | +62.7% | +112.8% | -50.1% | +11.6% |
| All | +1,018.6% | +2,954.5% | -1,935.9% | +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