+101.7%
TQQQ vs ILMN
-54.6%
+156.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.0% | +1.0% |
| 7D | +2.8% | -3.9% | +6.7% | +5.4% |
| 30D | -3.0% | +6.9% | -9.9% | -8.0% |
| 3M | -2.7% | +28.1% | -30.8% | -19.0% |
| 6M | +45.4% | +65.0% | -19.5% | +1.3% |
| YTD | +36.3% | +56.3% | -20.0% | -3.9% |
| 1Y | +53.4% | +108.7% | -55.3% | -16.2% |
| 3Y | +265.6% | +33.1% | +232.5% | +161.6% |
| 5Y | +101.7% | -54.1% | +155.8% | +364.7% |
| All | +101.7% | -54.6% | +156.3% | +364.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling