+76.0%
ILMN vs Q
+17.3%
+58.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.3% | -3.9% | +1.3% |
| 7D | -9.7% | +0.3% | -10.0% | -9.7% |
| 30D | -20.4% | -9.8% | -10.6% | -19.3% |
| 3M | +10.0% | -12.2% | +22.2% | +11.7% |
| 6M | +49.5% | -21.6% | +71.1% | +51.6% |
| YTD | +62.5% | +43.6% | +18.9% | +52.0% |
| 1Y | +76.0% | +25.7% | +50.3% | +68.2% |
| All | +76.0% | +17.3% | +58.7% | +68.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling