-36.4%
IONQ vs ILMN
+72.2%
-108.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.2% | -5.2% | -5.8% |
| 7D | -11.5% | -2.9% | -8.6% | -10.0% |
| 30D | -8.1% | -23.8% | +15.7% | +3.0% |
| 3M | -35.8% | +7.5% | -43.3% | -38.2% |
| 6M | -47.7% | +42.8% | -90.5% | -57.0% |
| YTD | -35.6% | +57.8% | -93.5% | -54.7% |
| 1Y | -36.4% | +72.6% | -109.0% | -58.5% |
| All | -36.4% | +72.2% | -108.6% | -58.5% |
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