+37.0%
ILMN vs SPYG
+100.8%
-63.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -2.9% |
| 7D | +1.9% | +1.2% | +0.7% | +1.1% |
| 30D | +12.3% | -1.6% | +13.8% | +13.6% |
| 3M | +33.5% | +3.4% | +30.2% | +30.1% |
| 6M | +69.4% | +18.9% | +50.5% | +49.2% |
| YTD | +60.9% | +13.8% | +47.1% | +45.9% |
| 1Y | +115.0% | +20.6% | +94.4% | +86.1% |
| 3Y | +37.0% | +100.5% | -63.5% | -24.9% |
| All | +37.0% | +100.8% | -63.8% | -24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling