+24.3%
ILMN vs QSR
+135.2%
-110.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.3% |
| 7D | -5.4% | -4.0% | -1.4% | -3.7% |
| 30D | +7.0% | +2.8% | +4.3% | +5.9% |
| 3M | +24.2% | +5.1% | +19.1% | +21.4% |
| 6M | +69.9% | +8.8% | +61.1% | +63.0% |
| YTD | +57.4% | +14.8% | +42.6% | +47.1% |
| 1Y | +107.9% | +25.7% | +82.2% | +86.0% |
| 3Y | +37.1% | +27.5% | +9.6% | +20.8% |
| 5Y | -53.7% | +41.3% | -94.9% | -61.2% |
| All | +24.3% | +135.2% | -110.9% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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