+49.4%
ILMN vs QS
-43.3%
+92.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.4% | +4.5% | -0.1% |
| 7D | -6.0% | -5.0% | -1.0% | -5.3% |
| 30D | -23.0% | -1.4% | -21.6% | -22.8% |
| 3M | +10.4% | -33.6% | +44.0% | +15.1% |
| 6M | +49.4% | -47.6% | +97.0% | +59.5% |
| All | +49.4% | -43.3% | +92.7% | +59.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling