+110.3%
ILMN vs Q
+75.3%
+35.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.3% | -5.6% | -3.6% |
| 7D | +1.9% | +6.7% | -4.8% | +1.1% |
| 30D | +12.3% | -10.6% | +22.9% | +13.6% |
| 3M | +33.5% | -14.6% | +48.1% | +34.3% |
| 6M | +69.4% | +12.1% | +57.3% | +62.4% |
| YTD | +60.9% | +51.3% | +9.7% | +47.7% |
| All | +110.3% | +75.3% | +35.0% | +104.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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