+140.0%
QQQM vs ILMN
-37.8%
+177.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.9% |
| 7D | +3.6% | -2.9% | +6.5% | +4.3% |
| 30D | -6.7% | -23.8% | +17.1% | -1.4% |
| 3M | -7.0% | +7.5% | -14.5% | -9.6% |
| 6M | -4.6% | +42.8% | -47.4% | -13.5% |
| YTD | +11.1% | +57.8% | -46.7% | -2.4% |
| 1Y | +12.3% | +72.6% | -60.3% | -3.5% |
| 3Y | +83.6% | +129.3% | -45.7% | +37.8% |
| 5Y | +78.1% | -44.5% | +122.6% | +95.2% |
| All | +140.0% | -37.8% | +177.7% | +147.3% |
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