-37.4%
IONQ vs ILMN
+74.5%
-111.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.7% | -2.2% |
| 7D | +15.3% | -6.0% | +21.3% | +19.2% |
| 30D | -6.1% | -23.0% | +16.9% | +4.7% |
| 3M | -21.6% | +10.4% | -32.0% | -25.9% |
| 6M | -40.1% | +49.4% | -89.5% | -52.6% |
| YTD | -24.1% | +62.3% | -86.4% | -49.0% |
| 1Y | -37.4% | +73.7% | -111.1% | -61.2% |
| All | -37.4% | +74.5% | -111.9% | -61.2% |
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