+144.7%
IONQ vs ILMN
-42.3%
+187.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -8.2% | -2.3% | -5.7% |
| 7D | -16.7% | -28.3% | +11.6% | +0.3% |
| 30D | -38.9% | -24.0% | -15.0% | -29.0% |
| 3M | -33.8% | +4.1% | -37.9% | -37.2% |
| 6M | -44.9% | +49.6% | -94.5% | -58.5% |
| YTD | -41.1% | +58.6% | -99.7% | -58.0% |
| 1Y | -52.3% | +69.9% | -122.2% | -67.3% |
| 3Y | +128.2% | +82.9% | +45.4% | +33.4% |
| 5Y | +37.2% | -47.6% | +84.8% | +73.3% |
| All | +144.7% | -42.3% | +187.1% | +208.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling