-100.0%
SQQQ vs IBM
+148.6%
-248.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.0% | -6.5% | +1.2% |
| 7D | +1.8% | +3.6% | -1.8% | +5.5% |
| 30D | +4.2% | +3.1% | +1.1% | +7.8% |
| 3M | -3.3% | -10.8% | +7.6% | -15.1% |
| 6M | -43.6% | -0.8% | -42.8% | -43.1% |
| YTD | -41.9% | -16.2% | -25.7% | -51.6% |
| 1Y | -50.6% | -2.9% | -47.8% | -49.6% |
| 3Y | -89.3% | +79.8% | -169.1% | -70.6% |
| 5Y | -94.8% | +124.9% | -219.7% | -77.4% |
| All | -100.0% | +148.6% | -248.5% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBM.
Daily Out/Under-Performance
Portfolio return minus IBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBM 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 IBM 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