-36.0%
SQQQ vs ILMN
+92.1%
-128.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.9% | +2.1% | -4.6% |
| 7D | +14.6% | -21.6% | +36.1% | +6.1% |
| 30D | +28.9% | -22.9% | +51.7% | +19.6% |
| 3M | +13.1% | +11.6% | +1.5% | +18.5% |
| 6M | -15.2% | +62.5% | -77.8% | +1.6% |
| YTD | -37.0% | +72.7% | -109.7% | -19.5% |
| 1Y | -36.0% | +93.9% | -129.8% | -9.5% |
| All | -36.0% | +92.1% | -128.1% | -9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling