-89.3%
SQQQ vs IEF
+9.0%
-98.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.7% |
| 7D | +1.8% | -1.3% | +3.2% | +1.1% |
| 30D | +4.2% | -1.7% | +5.9% | +3.2% |
| 3M | -3.3% | -2.5% | -0.7% | -4.3% |
| 6M | -43.6% | -3.3% | -40.4% | -44.1% |
| YTD | -41.9% | -2.8% | -39.1% | -42.4% |
| 1Y | -50.6% | -2.7% | -47.9% | -51.1% |
| 3Y | -89.3% | +8.9% | -98.2% | -87.9% |
| All | -89.3% | +9.0% | -98.3% | -87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 3y: compounded portfolio wealth divided by compounded IEF 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…
3y analysis · Full analysis span regression · 6 months rolling