-45.5%
ILMN vs SPXU
-81.8%
+36.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.1% |
| 7D | -9.7% | +7.6% | -17.2% | -6.2% |
| 30D | -20.4% | +17.5% | -37.9% | -13.4% |
| 3M | +10.0% | +14.7% | -4.6% | +18.9% |
| 6M | +49.5% | -0.1% | +49.5% | +53.8% |
| YTD | +62.5% | -19.8% | +82.3% | +54.0% |
| 1Y | +76.0% | -23.7% | +99.7% | +64.0% |
| 3Y | +94.2% | -79.5% | +173.7% | +14.4% |
| All | -45.5% | -81.8% | +36.2% | -61.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling