+37.9%
IWM vs SQQQ
-94.7%
+132.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SQQQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.0% | -0.2% |
| 7D | -2.4% | +1.8% | -4.2% | -1.9% |
| 30D | -4.6% | +4.2% | -8.7% | -3.4% |
| 3M | -0.3% | -3.3% | +3.0% | +0.4% |
| 6M | +14.7% | -43.6% | +58.4% | +2.3% |
| YTD | +17.8% | -41.9% | +59.7% | +6.6% |
| 1Y | +21.2% | -50.6% | +71.9% | +6.5% |
| 3Y | +62.3% | -89.3% | +151.6% | +9.2% |
| All | +37.9% | -94.7% | +132.6% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SQQQ.
Daily Out/Under-Performance
Portfolio return minus SQQQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SQQQ 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 SQQQ 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