+2,876.9%
TQQQ vs ILMN
+28.7%
+2,848.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.6% | 0.0% | +0.6% |
| 7D | -1.9% | -5.4% | +3.5% | +2.3% |
| 30D | -4.9% | +7.0% | -11.9% | -10.7% |
| 3M | -6.4% | +24.2% | -30.6% | -22.9% |
| 6M | +44.4% | +69.9% | -25.5% | -8.2% |
| YTD | +35.2% | +57.4% | -22.2% | -11.4% |
| 1Y | +49.5% | +107.9% | -58.4% | -26.5% |
| 3Y | +250.7% | +37.1% | +213.6% | +121.5% |
| 5Y | +104.7% | -53.7% | +158.4% | +260.5% |
| All | +2,876.9% | +28.7% | +2,848.2% | +2,732.1% |
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