-100.0%
SQQQ vs ICE
+845.7%
-945.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.4% | +3.7% | +2.7% |
| 7D | +4.1% | -5.3% | +9.4% | -3.4% |
| 30D | +4.6% | +3.0% | +1.6% | +9.0% |
| 3M | -10.4% | +11.4% | -21.8% | +1.6% |
| 6M | -42.1% | -2.0% | -40.1% | -45.5% |
| YTD | -40.3% | -3.1% | -37.2% | -44.6% |
| 1Y | -50.2% | -8.4% | -41.8% | -57.5% |
| 3Y | -89.4% | +40.7% | -130.1% | -81.1% |
| 5Y | -94.7% | +40.0% | -134.6% | -87.2% |
| 10Y | -100.0% | +213.5% | -313.5% | -99.6% |
| All | -100.0% | +845.7% | -945.7% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling