+70.5%
ILMN vs SPY
+315.0%
-244.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.4% | +1.2% | +0.8% |
| 7D | -2.6% | +0.1% | -2.6% | -2.5% |
| 30D | -20.6% | -3.3% | -17.3% | -16.9% |
| 3M | +17.5% | -2.4% | +19.9% | +21.7% |
| 6M | +55.6% | +2.6% | +53.1% | +51.9% |
| YTD | +68.3% | +11.2% | +57.1% | +49.0% |
| 1Y | +81.1% | +13.4% | +67.7% | +56.8% |
| 3Y | +112.2% | +79.9% | +32.3% | +7.8% |
| 5Y | -42.6% | +72.2% | -114.8% | -68.8% |
| 10Y | +70.5% | +307.3% | -236.8% | -62.9% |
| All | +70.5% | +315.0% | -244.5% | -62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling