+7,256.1%
QLD vs ILMN
+1,605.1%
+5,651.0%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -8.2% | -4.5% | -9.0% |
| 7D | -18.6% | -28.3% | +9.7% | -5.8% |
| 30D | -28.3% | -24.0% | -4.3% | -19.3% |
| 3M | -20.4% | +4.1% | -24.5% | -23.6% |
| 6M | -14.3% | +49.6% | -63.8% | -30.9% |
| YTD | +2.8% | +58.6% | -55.8% | -20.8% |
| 1Y | -1.2% | +69.9% | -71.1% | -26.3% |
| 3Y | +135.3% | +82.9% | +52.4% | +55.4% |
| 5Y | +62.6% | -47.6% | +110.2% | +89.7% |
| 10Y | +1,384.3% | +58.8% | +1,325.5% | +993.5% |
| All | +7,256.1% | +1,605.1% | +5,651.0% | +1,996.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling