-100.0%
SQQQ vs ILMN
+530.1%
-630.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.1% | -1.5% |
| 7D | -0.9% | +1.2% | -2.2% | +0.1% |
| 30D | -0.3% | +9.2% | -9.5% | +6.3% |
| 3M | +2.7% | +29.8% | -27.1% | +25.2% |
| 6M | -43.8% | +69.2% | -113.0% | -16.1% |
| YTD | -42.9% | +66.4% | -109.3% | -15.7% |
| 1Y | -53.5% | +123.4% | -176.9% | -13.4% |
| 3Y | -89.4% | +33.2% | -122.6% | -83.6% |
| 5Y | -94.7% | -52.0% | -42.7% | -94.3% |
| 10Y | -100.0% | +33.6% | -133.6% | -99.9% |
| All | -100.0% | +530.1% | -630.1% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling