+21.2%
ILMN vs SPYG
+420.3%
-399.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.0% |
| 7D | -9.2% | -1.8% | -7.4% | -7.5% |
| 30D | +4.4% | -1.9% | +6.3% | +6.5% |
| 3M | +23.9% | +5.2% | +18.7% | +17.4% |
| 6M | +64.5% | +15.6% | +48.9% | +41.3% |
| YTD | +53.5% | +12.4% | +41.0% | +34.6% |
| 1Y | +110.8% | +17.5% | +93.3% | +76.5% |
| 3Y | +30.7% | +98.1% | -67.4% | -38.6% |
| 5Y | -54.8% | +84.9% | -139.8% | -77.0% |
| All | +21.2% | +420.3% | -399.1% | -82.2% |
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