+71.8%
ILMN vs SPXU
-25.8%
+97.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.6% | -1.2% |
| 7D | +0.7% | -9.4% | +10.1% | -2.6% |
| 30D | -22.7% | +7.4% | -30.2% | -19.9% |
| 3M | +8.6% | +6.2% | +2.5% | +12.4% |
| 6M | +43.8% | -7.2% | +51.1% | +45.1% |
| YTD | +59.8% | -26.8% | +86.5% | +52.7% |
| 1Y | +71.8% | -26.3% | +98.1% | +65.3% |
| All | +71.8% | -25.8% | +97.6% | +65.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling