+129.3%
ILMN vs SPYG
+91.6%
+37.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.5% |
| 7D | -2.9% | +2.3% | -5.2% | -4.5% |
| 30D | -23.8% | -6.5% | -17.4% | -19.6% |
| 3M | +7.5% | -6.8% | +14.3% | +13.8% |
| 6M | +42.8% | -3.1% | +45.9% | +46.7% |
| YTD | +57.8% | +8.0% | +49.8% | +49.8% |
| 1Y | +72.6% | +10.2% | +62.4% | +61.3% |
| 3Y | +129.3% | +91.0% | +38.4% | +30.0% |
| All | +129.3% | +91.6% | +37.7% | +30.0% |
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