+59.7%
ILMN vs SPXU
-99.5%
+159.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -2.2% |
| 7D | -9.8% | +0.5% | -10.3% | -8.9% |
| 30D | -22.7% | +10.9% | -33.6% | -18.4% |
| 3M | +12.1% | +9.6% | +2.4% | +18.3% |
| 6M | +51.5% | -4.7% | +56.1% | +52.9% |
| YTD | +63.9% | -24.6% | +88.4% | +52.9% |
| 1Y | +76.6% | -24.7% | +101.3% | +65.4% |
| 3Y | +124.6% | -80.0% | +204.6% | +42.4% |
| 5Y | -42.7% | -83.5% | +40.8% | -59.0% |
| 10Y | +59.7% | -99.5% | +159.1% | -50.6% |
| All | +59.7% | -99.5% | +159.1% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 10y: compounded portfolio wealth divided by compounded SPXU 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…
10y analysis · Full analysis span regression · 6 months rolling