+40.2%
ILMN vs SPXU
-80.1%
+120.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -5.0% | -2.7% |
| 7D | +1.9% | -1.5% | +3.4% | +1.4% |
| 30D | +12.3% | +3.7% | +8.6% | +14.0% |
| 3M | +33.5% | -9.6% | +43.1% | +29.7% |
| 6M | +69.4% | -32.4% | +101.7% | +49.3% |
| YTD | +60.9% | -28.7% | +89.6% | +44.9% |
| 1Y | +115.0% | -38.2% | +153.2% | +84.7% |
| All | +40.2% | -80.1% | +120.3% | -15.9% |
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