-89.4%
SQQQ vs ILMN
+32.3%
-121.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.7% | -0.4% |
| 7D | -2.7% | -3.9% | +1.2% | -4.3% |
| 30D | +2.4% | +6.9% | -4.5% | +6.0% |
| 3M | -8.0% | +28.1% | -36.1% | +4.4% |
| 6M | -43.9% | +65.0% | -108.9% | -27.4% |
| YTD | -42.2% | +56.3% | -98.5% | -26.7% |
| 1Y | -51.8% | +108.7% | -160.5% | -27.9% |
| All | -89.4% | +32.3% | -121.7% | -86.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling