-36.0%
SQQQ vs IAG
+56.5%
-92.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +10.2% | -13.0% | +1.5% |
| 7D | +14.6% | +1.1% | +13.5% | +15.8% |
| 30D | +28.9% | -5.3% | +34.1% | +27.7% |
| 3M | +13.1% | +18.0% | -4.9% | +24.3% |
| 6M | -15.2% | +7.1% | -22.3% | -6.8% |
| YTD | -37.0% | +5.9% | -42.9% | -28.5% |
| 1Y | -36.0% | +59.4% | -95.3% | -4.0% |
| All | -36.0% | +56.5% | -92.5% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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