-94.7%
SQQQ vs IBM
+113.5%
-208.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.5% | +5.7% | +1.7% |
| 7D | +4.1% | -0.3% | +4.4% | +3.9% |
| 30D | +4.6% | -1.8% | +6.5% | +3.7% |
| 3M | -10.4% | -13.5% | +3.0% | -18.0% |
| 6M | -42.1% | -5.1% | -37.0% | -41.5% |
| YTD | -40.3% | -19.4% | -21.0% | -47.8% |
| 1Y | -50.2% | -6.5% | -43.7% | -48.1% |
| 3Y | -89.4% | +73.8% | -163.2% | -73.2% |
| 5Y | -94.7% | +116.3% | -211.0% | -79.7% |
| All | -94.7% | +113.5% | -208.2% | -79.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling