-36.7%
ILMN vs QS
-44.4%
+7.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.1% | -1.6% |
| 7D | +1.2% | -2.3% | +3.5% | +1.5% |
| 30D | +9.2% | -0.7% | +9.9% | +9.1% |
| 3M | +29.8% | -39.6% | +69.5% | +36.6% |
| 6M | +69.2% | -21.7% | +90.9% | +71.9% |
| YTD | +66.4% | -47.4% | +113.8% | +76.0% |
| 1Y | +123.4% | -28.4% | +151.8% | +126.3% |
| 3Y | +33.2% | -22.6% | +55.8% | +25.6% |
| 5Y | -52.0% | -75.6% | +23.6% | -53.0% |
| All | -36.7% | -44.4% | +7.7% | -32.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling