-89.3%
SQQQ vs IEMG
+83.7%
-173.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.8% | +0.2% |
| 7D | +1.8% | -1.3% | +3.1% | -1.0% |
| 30D | +4.2% | +1.9% | +2.2% | +9.3% |
| 3M | -3.3% | +1.4% | -4.7% | +6.5% |
| 6M | -43.6% | +15.2% | -58.8% | -9.5% |
| YTD | -41.9% | +23.8% | -65.7% | +14.7% |
| 1Y | -50.6% | +30.7% | -81.3% | +15.7% |
| 3Y | -89.3% | +83.3% | -172.6% | -19.2% |
| All | -89.3% | +83.7% | -173.0% | -19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling