+58.6%
QQQI vs ILMN
+50.0%
+8.6%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | +0.3% |
| 7D | +1.3% | +1.9% | -0.6% | +1.1% |
| 30D | +0.2% | +12.3% | -12.1% | -1.3% |
| 3M | +1.5% | +33.5% | -32.1% | -2.4% |
| 6M | +13.2% | +69.4% | -56.1% | +5.5% |
| YTD | +11.6% | +60.9% | -49.3% | +4.3% |
| 1Y | +18.0% | +115.0% | -97.0% | +5.2% |
| All | +58.6% | +50.0% | +8.6% | +38.7% |
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