-54.8%
ILMN vs SOXQ
+251.3%
-306.2%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -0.7% |
| 7D | -9.2% | +2.3% | -11.5% | -10.2% |
| 30D | +4.4% | -3.9% | +8.3% | +6.0% |
| 3M | +23.9% | -4.7% | +28.6% | +23.4% |
| 6M | +64.5% | +47.9% | +16.6% | +29.7% |
| YTD | +53.5% | +64.3% | -10.9% | +13.4% |
| 1Y | +110.8% | +95.7% | +15.1% | +41.0% |
| 3Y | +30.7% | +231.5% | -200.9% | -39.6% |
| 5Y | -54.8% | +255.0% | -309.8% | -80.7% |
| All | -54.8% | +251.3% | -306.2% | -80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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