-100.0%
SQQQ vs IBM
+249.5%
-349.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | -1.0% |
| 7D | -4.2% | +0.3% | -4.5% | -3.8% |
| 30D | +2.4% | -1.5% | +3.9% | +1.0% |
| 3M | -5.7% | -16.8% | +11.1% | -26.2% |
| 6M | -46.6% | -9.0% | -37.6% | -52.7% |
| YTD | -42.7% | -20.1% | -22.7% | -56.9% |
| 1Y | -52.6% | -7.0% | -45.6% | -55.3% |
| 3Y | -89.8% | +72.4% | -162.2% | -72.4% |
| 5Y | -94.7% | +112.0% | -206.7% | -77.2% |
| 10Y | -100.0% | +131.6% | -231.5% | -99.7% |
| All | -100.0% | +249.5% | -349.5% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling