+27.8%
ILMN vs QID
-99.1%
+127.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.4% | -2.6% |
| 7D | -3.9% | -1.9% | -1.9% | -4.7% |
| 30D | +6.9% | +1.7% | +5.2% | +8.0% |
| 3M | +28.1% | -3.9% | +32.0% | +27.2% |
| 6M | +65.0% | -30.0% | +94.9% | +42.7% |
| YTD | +56.3% | -28.2% | +84.5% | +37.1% |
| 1Y | +108.7% | -35.6% | +144.4% | +75.6% |
| 3Y | +33.1% | -74.3% | +107.4% | -20.3% |
| 5Y | -54.1% | -80.8% | +26.7% | -70.8% |
| 10Y | +27.8% | -99.2% | +127.0% | -77.9% |
| All | +27.8% | -99.1% | +127.0% | -77.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling