+56.9%
IONQ vs ILMN
-43.3%
+100.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.6% | +4.7% | +6.1% |
| 7D | +25.5% | -2.6% | +28.0% | +28.2% |
| 30D | -11.4% | -20.6% | +9.2% | +1.3% |
| 3M | -20.5% | +17.5% | -37.9% | -30.0% |
| 6M | -28.2% | +55.6% | -83.8% | -48.1% |
| YTD | -21.2% | +68.3% | -89.6% | -46.8% |
| 1Y | -40.4% | +81.1% | -121.5% | -61.6% |
| 3Y | +214.7% | +112.2% | +102.5% | +58.2% |
| 5Y | +56.9% | -42.6% | +99.5% | +161.9% |
| All | +56.9% | -43.3% | +100.2% | +161.9% |
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