-100.0%
SQQQ vs IFF
+193.6%
-293.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -3.1% |
| 7D | +1.8% | -3.2% | +5.0% | -1.6% |
| 30D | +4.2% | -0.3% | +4.4% | +3.9% |
| 3M | -3.3% | +8.4% | -11.7% | +5.5% |
| 6M | -43.6% | +23.0% | -66.7% | -27.0% |
| YTD | -41.9% | +25.5% | -67.3% | -23.3% |
| 1Y | -50.6% | +29.1% | -79.7% | -32.6% |
| 3Y | -89.3% | +31.7% | -121.0% | -82.8% |
| 5Y | -94.8% | -35.2% | -59.6% | -95.4% |
| 10Y | -100.0% | -20.7% | -79.2% | -99.9% |
| All | -100.0% | +193.6% | -293.6% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling