+1,315.8%
QLD vs ILMN
+56.7%
+1,259.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -8.2% | -4.5% | -8.4% |
| 7D | -18.6% | -28.3% | +9.7% | -3.6% |
| 30D | -28.3% | -24.0% | -4.3% | -17.8% |
| 3M | -20.4% | +4.1% | -24.5% | -24.4% |
| 6M | -14.3% | +49.6% | -63.8% | -34.0% |
| YTD | +2.8% | +58.6% | -55.8% | -25.2% |
| 1Y | -1.2% | +69.9% | -71.1% | -31.0% |
| 3Y | +135.3% | +82.9% | +52.4% | +38.3% |
| 5Y | +62.6% | -47.6% | +110.2% | +109.6% |
| All | +1,315.8% | +56.7% | +1,259.1% | +1,065.9% |
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 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