-22.1%
SQQQ vs IFF
+40.8%
-62.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.2% | -1.5% | +20.7% | +19.0% |
| 7D | +31.0% | -4.9% | +35.9% | +30.0% |
| 30D | +55.7% | +2.9% | +52.8% | +57.3% |
| 3M | +31.2% | -1.5% | +32.7% | +31.4% |
| 6M | +5.1% | +23.3% | -18.2% | +13.2% |
| YTD | -24.9% | +30.2% | -55.1% | -16.8% |
| 1Y | -22.1% | +37.9% | -60.0% | -13.1% |
| All | -22.1% | +40.8% | -62.8% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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