-100.0%
SQQQ vs IAU
+220.2%
-320.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.3% |
| 7D | +1.8% | -2.0% | +3.8% | +0.8% |
| 30D | +4.2% | -1.5% | +5.7% | +3.6% |
| 3M | -3.3% | +3.3% | -6.5% | -0.9% |
| 6M | -43.6% | -16.2% | -27.4% | -46.4% |
| YTD | -41.9% | +0.7% | -42.5% | -39.9% |
| 1Y | -50.6% | +19.2% | -69.9% | -44.8% |
| 3Y | -89.3% | +124.4% | -213.7% | -83.3% |
| 5Y | -94.8% | +140.0% | -234.8% | -91.2% |
| All | -100.0% | +220.2% | -320.1% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 10y: compounded portfolio wealth divided by compounded IAU 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…
10y analysis · Full analysis span regression · 6 months rolling