-1.2%
QLD vs ILMN
+71.2%
-72.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -8.2% | -4.5% | -10.4% |
| 7D | -18.6% | -28.3% | +9.7% | -11.6% |
| 30D | -28.3% | -24.0% | -4.3% | -23.1% |
| 3M | -20.4% | +4.1% | -24.5% | -20.4% |
| 6M | -14.3% | +49.6% | -63.8% | -20.9% |
| YTD | +2.8% | +58.6% | -55.8% | -9.1% |
| 1Y | -1.2% | +69.9% | -71.1% | -16.4% |
| All | -1.2% | +71.2% | -72.4% | -16.4% |
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 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