-100.0%
SQQQ vs ILMN
+54.3%
-154.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.2% | +5.0% | +2.8% |
| 7D | -11.0% | -2.9% | -8.1% | -12.7% |
| 30D | +17.9% | -23.8% | +41.8% | -0.5% |
| 3M | +19.5% | +7.5% | +12.0% | +34.6% |
| 6M | +4.2% | +42.8% | -38.6% | +50.7% |
| YTD | -35.6% | +57.8% | -93.4% | +3.1% |
| 1Y | -37.7% | +72.6% | -110.3% | +8.3% |
| 3Y | -88.0% | +129.3% | -217.4% | -66.0% |
| 5Y | -93.1% | -44.5% | -48.6% | -92.8% |
| All | -100.0% | +54.3% | -154.3% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling