-50.6%
SQQQ vs IAG
+86.2%
-136.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -2.3% |
| 7D | +1.8% | -1.1% | +2.9% | +1.4% |
| 30D | +4.2% | +12.1% | -8.0% | +9.2% |
| 3M | -3.3% | +25.5% | -28.8% | +8.3% |
| 6M | -43.6% | -7.1% | -36.5% | -39.2% |
| YTD | -41.9% | +22.9% | -64.7% | -32.6% |
| 1Y | -50.6% | +83.3% | -134.0% | -31.8% |
| All | -50.6% | +86.2% | -136.8% | -31.8% |
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