-40.5%
ILMN vs QS
-47.0%
+6.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.6% | +3.7% | -2.1% |
| 7D | -3.9% | -4.2% | +0.4% | -3.4% |
| 30D | +6.9% | -15.7% | +22.6% | +9.0% |
| 3M | +28.1% | -28.7% | +56.8% | +32.3% |
| 6M | +65.0% | -23.2% | +88.2% | +67.9% |
| YTD | +56.3% | -49.9% | +106.2% | +66.3% |
| 1Y | +108.7% | -38.8% | +147.5% | +115.8% |
| 3Y | +33.1% | -24.0% | +57.1% | +25.8% |
| 5Y | -54.1% | -75.6% | +21.5% | -54.9% |
| All | -40.5% | -47.0% | +6.5% | -36.5% |
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