-100.0%
SQQQ vs IBN
+434.0%
-534.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | -0.5% |
| 7D | -2.7% | -5.1% | +2.4% | -6.6% |
| 30D | +2.4% | -3.5% | +5.9% | -0.5% |
| 3M | -8.0% | +11.3% | -19.3% | +0.6% |
| 6M | -43.9% | +4.4% | -48.4% | -40.7% |
| YTD | -42.2% | -1.8% | -40.4% | -41.4% |
| 1Y | -51.8% | -8.0% | -43.8% | -53.7% |
| 3Y | -89.7% | +27.1% | -116.8% | -86.3% |
| 5Y | -94.7% | +54.5% | -149.2% | -90.0% |
| 10Y | -100.0% | +314.2% | -414.2% | -99.8% |
| All | -100.0% | +434.0% | -534.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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