-100.0%
SQQQ vs ICE
+220.6%
-320.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | -1.1% |
| 7D | +1.8% | -2.4% | +4.2% | -1.7% |
| 30D | +4.2% | +4.0% | +0.1% | +10.5% |
| 3M | -3.3% | +13.7% | -17.0% | +14.1% |
| 6M | -43.6% | +0.9% | -44.6% | -45.2% |
| YTD | -41.9% | -2.1% | -39.7% | -46.2% |
| 1Y | -50.6% | -9.5% | -41.1% | -60.2% |
| 3Y | -89.3% | +42.1% | -131.4% | -79.1% |
| 5Y | -94.8% | +41.4% | -136.2% | -86.0% |
| All | -100.0% | +220.6% | -320.6% | -99.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling