-100.0%
SQQQ vs IEMG
+145.8%
-245.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.8% | +0.3% |
| 7D | +1.8% | -1.3% | +3.1% | -1.2% |
| 30D | +4.2% | +1.9% | +2.2% | +9.6% |
| 3M | -3.3% | +1.4% | -4.7% | +6.7% |
| 6M | -43.6% | +15.2% | -58.8% | -8.6% |
| YTD | -41.9% | +23.8% | -65.7% | +14.4% |
| 1Y | -50.6% | +30.7% | -81.3% | +14.6% |
| 3Y | -89.3% | +83.3% | -172.6% | -25.7% |
| 5Y | -94.8% | +48.8% | -143.6% | -67.9% |
| All | -100.0% | +145.8% | -245.8% | -98.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling