+93.9%
ILMN vs QID
-21.1%
+114.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.8% | -3.1% | -5.5% |
| 7D | -21.6% | +9.8% | -31.3% | -18.7% |
| 30D | -22.9% | +18.9% | -41.8% | -18.4% |
| 3M | +11.6% | +9.6% | +2.0% | +16.1% |
| 6M | +62.5% | -7.8% | +70.4% | +63.0% |
| YTD | +72.7% | -23.3% | +96.0% | +67.9% |
| 1Y | +93.9% | -22.0% | +115.9% | +90.2% |
| All | +93.9% | -21.1% | +114.9% | +90.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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