+132.2%
ILMN vs QSR
+21.9%
+110.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | 0.0% | -1.1% |
| 7D | +0.7% | -3.9% | +4.7% | +1.9% |
| 30D | -22.7% | +5.9% | -28.6% | -24.4% |
| 3M | +8.6% | +1.7% | +6.9% | +7.5% |
| 6M | +43.8% | -1.9% | +45.7% | +43.9% |
| YTD | +59.8% | +13.6% | +46.1% | +49.5% |
| 1Y | +71.8% | +13.1% | +58.7% | +60.9% |
| All | +132.2% | +21.9% | +110.3% | +100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling