+5.2%
QLD vs ILMN
+74.0%
-68.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.5% | +0.1% | +1.9% |
| 7D | -10.3% | -9.7% | -0.6% | -7.7% |
| 30D | -26.1% | -20.4% | -5.7% | -21.6% |
| 3M | -17.8% | +10.0% | -27.8% | -18.9% |
| 6M | -15.6% | +49.5% | -65.0% | -22.0% |
| YTD | +5.4% | +62.5% | -57.1% | -6.9% |
| 1Y | +5.2% | +76.0% | -70.8% | -10.9% |
| All | +5.2% | +74.0% | -68.8% | -10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling