-36.0%
SQQQ vs ICE
+21.0%
-57.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.3% | -5.1% | -3.5% |
| 7D | +14.6% | +12.2% | +2.4% | +10.9% |
| 30D | +28.9% | +15.0% | +13.9% | +24.7% |
| 3M | +13.1% | +17.6% | -4.5% | +9.0% |
| 6M | -15.2% | +12.6% | -27.8% | -22.0% |
| YTD | -37.0% | +9.1% | -46.1% | -42.1% |
| 1Y | -36.0% | +20.6% | -56.5% | -39.8% |
| All | -36.0% | +21.0% | -57.0% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 1y: compounded portfolio wealth divided by compounded ICE 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…
1y analysis · Full analysis span regression · 6 months rolling