+135.8%
IONQ vs ILMN
+83.5%
+52.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -8.2% | -2.3% | -6.7% |
| 7D | -16.7% | -28.3% | +11.6% | -3.5% |
| 30D | -38.9% | -24.0% | -15.0% | -31.1% |
| 3M | -33.8% | +4.1% | -37.9% | -36.2% |
| 6M | -44.9% | +49.6% | -94.5% | -55.8% |
| YTD | -41.1% | +58.6% | -99.7% | -54.7% |
| 1Y | -52.3% | +69.9% | -122.2% | -64.4% |
| All | +135.8% | +83.5% | +52.2% | +49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling