+56.8%
QQQI vs ILMN
+43.0%
+13.8%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.7% |
| 7D | -1.0% | -9.2% | +8.2% | +0.1% |
| 30D | -0.6% | +4.4% | -4.9% | -1.2% |
| 3M | +3.4% | +23.9% | -20.5% | +0.4% |
| 6M | +10.6% | +64.5% | -53.9% | +3.4% |
| YTD | +10.3% | +53.5% | -43.1% | +3.7% |
| 1Y | +16.3% | +110.8% | -94.4% | +3.8% |
| All | +56.8% | +43.0% | +13.8% | +38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling