+294.8%
IONQ vs ILMN
-51.8%
+346.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.8% | +2.3% |
| 7D | +0.8% | +1.2% | -0.4% | 0.0% |
| 30D | -1.0% | +9.2% | -10.2% | -7.1% |
| 3M | -39.8% | +29.8% | -69.7% | -50.0% |
| 6M | +6.4% | +69.2% | -62.8% | -25.5% |
| YTD | -11.9% | +66.4% | -78.3% | -39.0% |
| 1Y | -6.2% | +123.4% | -129.6% | -48.6% |
| 3Y | +125.7% | +33.2% | +92.5% | +67.6% |
| All | +294.8% | -51.8% | +346.6% | +880.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling