-89.0%
SQQQ vs IGV
+38.0%
-127.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.6% | +3.9% | +2.3% |
| 7D | +4.1% | -5.4% | +9.4% | -4.9% |
| 30D | +4.6% | -2.6% | +7.2% | +0.7% |
| 3M | -10.4% | +10.5% | -20.9% | +8.0% |
| 6M | -42.1% | +18.2% | -60.3% | -19.2% |
| YTD | -40.3% | -4.2% | -36.1% | -46.9% |
| 1Y | -50.2% | -9.8% | -40.4% | -59.6% |
| All | -89.0% | +38.0% | -127.0% | -62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IGV.
Daily Out/Under-Performance
Portfolio return minus IGV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IGV 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 IGV 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