+1,351.8%
QLD vs ILMN
+60.6%
+1,291.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.5% | +0.1% | +1.2% |
| 7D | -10.3% | -9.7% | -0.6% | -5.2% |
| 30D | -26.1% | -20.4% | -5.7% | -17.3% |
| 3M | -17.8% | +10.0% | -27.8% | -24.2% |
| 6M | -15.6% | +49.5% | -65.0% | -34.9% |
| YTD | +5.4% | +62.5% | -57.1% | -24.3% |
| 1Y | +5.2% | +76.0% | -70.8% | -27.9% |
| 3Y | +139.4% | +94.2% | +45.3% | +35.8% |
| 5Y | +66.7% | -46.3% | +113.0% | +112.2% |
| All | +1,351.8% | +60.6% | +1,291.3% | +1,080.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling