-93.1%
SQQQ vs ILMN
-44.7%
-48.5%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.2% | +5.0% | +3.0% |
| 7D | -11.0% | -2.9% | -8.1% | -12.4% |
| 30D | +17.9% | -23.8% | +41.8% | +3.1% |
| 3M | +19.5% | +7.5% | +12.0% | +32.3% |
| 6M | +4.2% | +42.8% | -38.6% | +41.7% |
| YTD | -35.6% | +57.8% | -93.4% | -4.5% |
| 1Y | -37.7% | +72.6% | -110.3% | -1.0% |
| 3Y | -88.0% | +129.3% | -217.4% | -69.8% |
| All | -93.1% | -44.7% | -48.5% | -93.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling