+35,102.5%
TQQQ vs ILMN
+530.1%
+34,572.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.0% | +1.5% |
| 7D | +0.7% | +1.2% | -0.5% | -0.1% |
| 30D | -0.6% | +9.2% | -9.8% | -7.3% |
| 3M | -14.9% | +29.8% | -44.7% | -30.0% |
| 6M | +44.6% | +69.2% | -24.6% | -1.8% |
| YTD | +37.8% | +66.4% | -28.6% | -7.6% |
| 1Y | +59.2% | +123.4% | -64.2% | -17.1% |
| 3Y | +254.1% | +33.2% | +220.9% | +147.8% |
| 5Y | +100.6% | -52.0% | +152.5% | +199.6% |
| 10Y | +2,857.5% | +33.6% | +2,823.9% | +2,501.5% |
| All | +35,102.5% | +530.1% | +34,572.4% | +12,775.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling