+52.8%
IONQ vs ILMN
-46.1%
+98.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +2.5% | +21.0% | +21.9% |
| 7D | +8.6% | -9.7% | +18.3% | +16.2% |
| 30D | -21.1% | -20.4% | -0.7% | -10.1% |
| 3M | -17.9% | +10.0% | -27.9% | -24.9% |
| 6M | -37.9% | +49.5% | -87.4% | -53.9% |
| YTD | -27.3% | +62.5% | -89.8% | -49.9% |
| 1Y | -43.2% | +76.0% | -119.2% | -62.7% |
| 3Y | +191.0% | +94.2% | +96.8% | +56.0% |
| All | +52.8% | -46.1% | +98.9% | +173.0% |
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