-100.0%
SQQQ vs IAG
+50.0%
-150.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.2% | +5.5% | +2.9% |
| 7D | +4.1% | -4.1% | +8.1% | +3.4% |
| 30D | +4.6% | +10.6% | -6.0% | +6.7% |
| 3M | -10.4% | +35.4% | -45.8% | -4.4% |
| 6M | -42.1% | -9.5% | -32.6% | -41.0% |
| YTD | -40.3% | +21.8% | -62.2% | -35.8% |
| 1Y | -50.2% | +84.1% | -134.3% | -42.3% |
| 3Y | -89.4% | +817.4% | -906.8% | -83.5% |
| 5Y | -94.7% | +830.1% | -924.8% | -91.0% |
| 10Y | -100.0% | +413.8% | -513.8% | -99.9% |
| All | -100.0% | +50.0% | -150.0% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling