-39.2%
ILMN vs QS
-60.6%
+21.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.8% | +6.3% | -0.7% |
| 7D | +0.7% | -5.6% | +6.3% | +1.4% |
| 30D | -22.7% | -5.8% | -16.9% | -22.3% |
| 3M | +8.6% | -39.2% | +47.8% | +14.8% |
| 6M | +43.8% | -53.9% | +97.7% | +55.5% |
| YTD | +59.8% | -62.8% | +122.5% | +75.6% |
| 1Y | +71.8% | -73.5% | +145.3% | +96.1% |
| 3Y | +119.0% | -29.1% | +148.1% | +109.3% |
| 5Y | -43.8% | -90.0% | +46.2% | -42.0% |
| All | -39.2% | -60.6% | +21.4% | -33.0% |
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