-36.0%
SQQQ vs IEMG
+13.6%
-49.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.7% | -0.9% |
| 7D | +14.6% | -3.1% | +17.6% | +8.1% |
| 30D | +28.9% | -10.3% | +39.2% | +5.4% |
| 3M | +13.1% | -6.6% | +19.7% | +1.9% |
| 6M | -15.2% | -3.9% | -11.4% | -11.4% |
| YTD | -37.0% | +12.4% | -49.4% | +3.1% |
| 1Y | -36.0% | +13.9% | -49.8% | +12.5% |
| All | -36.0% | +13.6% | -49.6% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IEMG.
Daily Out/Under-Performance
Portfolio return minus IEMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEMG 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 IEMG 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