+94.2%
ILMN vs SPXU
-79.5%
+173.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.2% |
| 7D | -9.7% | +7.6% | -17.2% | -6.5% |
| 30D | -20.4% | +17.5% | -37.9% | -14.2% |
| 3M | +10.0% | +14.7% | -4.6% | +17.9% |
| 6M | +49.5% | -0.1% | +49.5% | +53.7% |
| YTD | +62.5% | -19.8% | +82.3% | +55.8% |
| 1Y | +76.0% | -23.7% | +99.7% | +66.2% |
| 3Y | +94.2% | -79.5% | +173.7% | +20.3% |
| All | +94.2% | -79.5% | +173.7% | +20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling