-44.7%
IONQ vs ILMN
+92.1%
-136.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.9% | +3.4% | +0.7% |
| 7D | -8.9% | -21.6% | +12.6% | +0.3% |
| 30D | -31.3% | -22.9% | -8.4% | -24.0% |
| 3M | -29.2% | +11.6% | -40.8% | -33.8% |
| 6M | -35.4% | +62.5% | -98.0% | -51.1% |
| YTD | -34.2% | +72.7% | -106.9% | -56.7% |
| 1Y | -44.7% | +93.9% | -138.5% | -69.7% |
| All | -44.7% | +92.1% | -136.8% | -69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 1y: compounded portfolio wealth divided by compounded ILMN 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…
1y analysis · Full analysis span regression · 6 months rolling