+202.0%
IONQ vs ILMN
-40.9%
+243.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +2.5% | +21.0% | +22.0% |
| 7D | +8.6% | -9.7% | +18.3% | +15.9% |
| 30D | -21.1% | -20.4% | -0.7% | -10.5% |
| 3M | -17.9% | +10.0% | -27.9% | -24.5% |
| 6M | -37.9% | +49.5% | -87.4% | -53.2% |
| YTD | -27.3% | +62.5% | -89.8% | -48.8% |
| 1Y | -43.2% | +76.0% | -119.2% | -61.8% |
| 3Y | +191.0% | +94.2% | +96.8% | +63.8% |
| 5Y | +69.3% | -46.3% | +115.6% | +111.4% |
| All | +202.0% | -40.9% | +243.0% | +276.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling