+1,502.1%
QLD vs ILMN
+54.3%
+1,447.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.2% | -1.8% |
| 7D | +7.0% | -2.9% | +9.9% | +8.7% |
| 30D | -14.3% | -23.8% | +9.5% | -1.7% |
| 3M | -16.0% | +7.5% | -23.5% | -21.5% |
| 6M | -14.2% | +42.8% | -57.0% | -32.2% |
| YTD | +12.8% | +57.8% | -45.1% | -17.8% |
| 1Y | +14.1% | +72.6% | -58.5% | -21.1% |
| 3Y | +146.0% | +129.3% | +16.6% | +25.3% |
| 5Y | +82.0% | -44.5% | +126.5% | +125.6% |
| All | +1,502.1% | +54.3% | +1,447.9% | +1,199.5% |
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