-50.2%
SQQQ vs ILMN
+105.2%
-155.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.8% | +5.1% | +2.8% |
| 7D | +4.1% | -9.2% | +13.3% | +1.6% |
| 30D | +4.6% | +4.4% | +0.2% | +6.0% |
| 3M | -10.4% | +23.9% | -34.3% | -4.8% |
| 6M | -42.1% | +64.5% | -106.6% | -34.1% |
| YTD | -40.3% | +53.5% | -93.8% | -32.7% |
| 1Y | -50.2% | +110.8% | -161.0% | -40.3% |
| All | -50.2% | +105.2% | -155.4% | -40.3% |
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 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