+1,631.1%
QLD vs ILMN
+33.5%
+1,597.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +1.2% |
| 7D | +0.6% | +1.2% | -0.7% | -0.1% |
| 30D | -0.1% | +9.2% | -9.3% | -5.3% |
| 3M | -8.4% | +29.8% | -38.2% | -21.3% |
| 6M | +32.2% | +69.2% | -37.0% | -2.4% |
| YTD | +28.9% | +66.4% | -37.5% | -5.6% |
| 1Y | +43.8% | +123.4% | -79.6% | -13.8% |
| 3Y | +176.6% | +33.2% | +143.4% | +107.1% |
| 5Y | +121.6% | -52.0% | +173.5% | +205.3% |
| All | +1,631.1% | +33.5% | +1,597.6% | +1,282.4% |
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