-94.8%
SQQQ vs ICE
+40.4%
-135.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | -1.3% |
| 7D | +1.8% | -2.4% | +4.2% | -1.2% |
| 30D | +4.2% | +4.0% | +0.1% | +9.8% |
| 3M | -3.3% | +13.7% | -17.0% | +11.8% |
| 6M | -43.6% | +0.9% | -44.6% | -45.6% |
| YTD | -41.9% | -2.1% | -39.7% | -46.3% |
| 1Y | -50.6% | -9.5% | -41.1% | -60.7% |
| 3Y | -89.3% | +42.1% | -131.4% | -77.9% |
| All | -94.8% | +40.4% | -135.2% | -84.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling