-100.0%
SQQQ vs IGV
+1,105.6%
-1,205.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | -0.9% |
| 7D | -2.7% | -1.5% | -1.2% | -5.9% |
| 30D | +2.4% | -3.0% | +5.4% | -4.3% |
| 3M | -8.0% | +9.6% | -17.6% | +13.6% |
| 6M | -43.9% | +16.1% | -60.1% | -20.6% |
| YTD | -42.2% | -3.6% | -38.6% | -46.6% |
| 1Y | -51.8% | -7.8% | -43.9% | -58.2% |
| 3Y | -89.7% | +40.0% | -129.7% | -63.1% |
| 5Y | -94.7% | +21.2% | -115.9% | -71.2% |
| 10Y | -100.0% | +364.4% | -464.4% | -85.9% |
| All | -100.0% | +1,105.6% | -1,205.6% | -95.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling