+94.2%
ILMN vs QID
-70.5%
+164.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.5% | +5.0% | +1.5% |
| 7D | -9.7% | +9.4% | -19.1% | -5.9% |
| 30D | -20.4% | +31.2% | -51.6% | -10.5% |
| 3M | +10.0% | +17.4% | -7.4% | +19.3% |
| 6M | +49.5% | +8.4% | +41.1% | +59.2% |
| YTD | +62.5% | -15.8% | +78.3% | +59.2% |
| 1Y | +76.0% | -16.3% | +92.3% | +72.6% |
| 3Y | +94.2% | -70.4% | +164.6% | +43.9% |
| All | +94.2% | -70.5% | +164.7% | +43.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling