-100.0%
SQQQ vs IBB
+125.5%
-225.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.3% |
| 7D | +1.8% | -4.2% | +6.0% | -6.3% |
| 30D | +4.2% | +1.1% | +3.1% | +5.9% |
| 3M | -3.3% | +19.0% | -22.3% | +35.7% |
| 6M | -43.6% | +18.9% | -62.5% | -18.7% |
| YTD | -41.9% | +20.3% | -62.2% | -13.3% |
| 1Y | -50.6% | +41.5% | -92.1% | +3.5% |
| 3Y | -89.3% | +60.3% | -149.6% | -64.1% |
| 5Y | -94.8% | +18.7% | -113.5% | -85.0% |
| All | -100.0% | +125.5% | -225.5% | -99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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