-37.6%
ILMN vs QS
-54.8%
+17.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.6% | 0.0% | -2.4% |
| 7D | -9.8% | +8.0% | -17.8% | -10.6% |
| 30D | -22.7% | -2.8% | -19.9% | -22.6% |
| 3M | +12.1% | -28.1% | +40.2% | +16.2% |
| 6M | +51.5% | -41.0% | +92.5% | +59.1% |
| YTD | +63.9% | -57.3% | +121.1% | +77.2% |
| 1Y | +76.6% | -72.7% | +149.2% | +100.8% |
| 3Y | +124.6% | -18.6% | +143.2% | +111.3% |
| 5Y | -42.7% | -87.0% | +44.3% | -42.0% |
| All | -37.6% | -54.8% | +17.2% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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