+493.6%
ILMN vs SPXU
-100.0%
+593.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.8% | -1.1% |
| 7D | +1.2% | -0.1% | +1.3% | +1.3% |
| 30D | +9.2% | +0.8% | +8.4% | +9.7% |
| 3M | +29.8% | -4.7% | +34.5% | +28.7% |
| 6M | +69.2% | -29.6% | +98.8% | +51.2% |
| YTD | +66.4% | -29.9% | +96.3% | +48.5% |
| 1Y | +123.4% | -39.1% | +162.5% | +91.0% |
| 3Y | +33.2% | -80.0% | +113.2% | -15.9% |
| 5Y | -52.0% | -86.0% | +34.1% | -67.8% |
| 10Y | +33.6% | -99.5% | +133.1% | -61.9% |
| All | +493.6% | -100.0% | +593.6% | -39.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling