+72.6%
ILMN vs QID
-20.9%
+93.5%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -0.2% |
| 7D | -2.9% | -7.1% | +4.3% | -5.3% |
| 30D | -23.8% | +12.6% | -36.5% | -19.6% |
| 3M | +7.5% | +14.2% | -6.8% | +14.0% |
| 6M | +42.8% | +6.2% | +36.6% | +49.9% |
| YTD | +57.8% | -21.8% | +79.6% | +56.0% |
| 1Y | +72.6% | -23.1% | +95.7% | +70.3% |
| All | +72.6% | -20.9% | +93.5% | +70.3% |
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