+27.8%
ILMN vs SPXU
-99.5%
+127.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.4% | -4.3% | -2.3% |
| 7D | -3.9% | +1.3% | -5.1% | -3.3% |
| 30D | +6.9% | +5.1% | +1.8% | +9.2% |
| 3M | +28.1% | -9.1% | +37.2% | +24.5% |
| 6M | +65.0% | -29.6% | +94.5% | +47.1% |
| YTD | +56.3% | -27.7% | +84.0% | +41.0% |
| 1Y | +108.7% | -37.0% | +145.7% | +80.4% |
| 3Y | +33.1% | -80.2% | +113.2% | -17.0% |
| 5Y | -54.1% | -86.0% | +31.9% | -69.5% |
| 10Y | +27.8% | -99.5% | +127.4% | -69.2% |
| All | +27.8% | -99.5% | +127.4% | -69.2% |
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