-94.7%
SQQQ vs ILMN
-55.2%
-39.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.8% | +5.1% | +2.1% |
| 7D | +4.1% | -9.2% | +13.3% | -2.3% |
| 30D | +4.6% | +4.4% | +0.2% | +8.2% |
| 3M | -10.4% | +23.9% | -34.3% | +5.3% |
| 6M | -42.1% | +64.5% | -106.6% | -15.8% |
| YTD | -40.3% | +53.5% | -93.8% | -17.1% |
| 1Y | -50.2% | +110.8% | -161.0% | -10.8% |
| 3Y | -89.4% | +30.7% | -120.1% | -84.3% |
| 5Y | -94.7% | -54.8% | -39.8% | -96.2% |
| All | -94.7% | -55.2% | -39.5% | -96.2% |
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