+253.5%
TQQQ vs ILMN
+32.3%
+221.2%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.0% | +0.4% |
| 7D | +2.8% | -3.9% | +6.7% | +4.6% |
| 30D | -3.0% | +6.9% | -9.9% | -6.3% |
| 3M | -2.7% | +28.1% | -30.8% | -13.9% |
| 6M | +45.4% | +65.0% | -19.5% | +14.4% |
| YTD | +36.3% | +56.3% | -20.0% | +8.3% |
| 1Y | +53.4% | +108.7% | -55.3% | +3.0% |
| All | +253.5% | +32.3% | +221.2% | +206.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling