-89.4%
SQQQ vs IBM
+77.1%
-166.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.4% | -2.5% | +2.4% |
| 7D | -2.7% | +3.6% | -6.3% | -1.2% |
| 30D | +2.4% | +1.5% | +0.9% | +3.3% |
| 3M | -8.0% | -12.9% | +4.9% | -13.2% |
| 6M | -43.9% | -3.9% | -40.0% | -42.6% |
| YTD | -42.2% | -17.3% | -24.9% | -46.8% |
| 1Y | -51.8% | -5.0% | -46.8% | -48.9% |
| All | -89.4% | +77.1% | -166.5% | -79.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling