+2,448.5%
TQQQ vs ILMN
+54.3%
+2,394.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.5% | -2.7% |
| 7D | +10.4% | -2.9% | +13.3% | +13.1% |
| 30D | -22.2% | -23.8% | +1.6% | -3.8% |
| 3M | -25.1% | +7.5% | -32.6% | -31.9% |
| 6M | -25.0% | +42.8% | -67.8% | -46.9% |
| YTD | +10.1% | +57.8% | -47.8% | -31.0% |
| 1Y | +11.0% | +72.6% | -61.6% | -35.5% |
| 3Y | +195.0% | +129.3% | +65.6% | +9.5% |
| 5Y | +46.6% | -44.5% | +91.1% | +115.8% |
| All | +2,448.5% | +54.3% | +2,394.2% | +2,182.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling