+49.5%
TQQQ vs ILMN
+115.7%
-66.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.6% | 0.0% | +1.9% |
| 7D | -1.9% | -5.4% | +3.5% | -0.6% |
| 30D | -4.9% | +7.0% | -11.9% | -6.5% |
| 3M | -6.4% | +24.2% | -30.6% | -11.5% |
| 6M | +44.4% | +69.9% | -25.5% | +28.1% |
| YTD | +35.2% | +57.4% | -22.2% | +20.8% |
| 1Y | +49.5% | +107.9% | -58.4% | +27.9% |
| All | +49.5% | +115.7% | -66.2% | +27.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling