+59.0%
ILMN vs SPYG
+400.9%
-341.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -2.6% |
| 7D | -6.0% | -1.5% | -4.5% | -4.4% |
| 30D | -23.0% | -7.2% | -15.8% | -16.6% |
| 3M | +10.4% | -4.6% | +15.1% | +16.6% |
| 6M | +49.4% | -1.2% | +50.6% | +51.3% |
| YTD | +62.3% | +9.3% | +53.0% | +47.5% |
| 1Y | +73.7% | +8.8% | +64.8% | +58.3% |
| 3Y | +122.5% | +93.3% | +29.2% | +8.4% |
| 5Y | -43.2% | +71.7% | -114.9% | -68.4% |
| 10Y | +59.0% | +399.8% | -340.8% | -73.4% |
| All | +59.0% | +400.9% | -341.9% | -73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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