-51.4%
ILMN vs QID
-80.8%
+29.4%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.7% |
| 7D | +1.2% | -0.6% | +1.9% | +1.0% |
| 30D | +9.2% | 0.0% | +9.2% | +9.4% |
| 3M | +29.8% | +3.7% | +26.1% | +33.9% |
| 6M | +69.2% | -29.9% | +99.1% | +47.2% |
| YTD | +66.4% | -28.8% | +95.2% | +45.9% |
| 1Y | +123.4% | -37.2% | +160.6% | +86.5% |
| 3Y | +33.2% | -73.7% | +106.9% | -19.4% |
| All | -51.4% | -80.8% | +29.4% | -69.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling