-89.3%
SQQQ vs IJH
+49.7%
-139.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -0.6% |
| 7D | +1.8% | -1.9% | +3.7% | -2.8% |
| 30D | +4.2% | -4.6% | +8.8% | -7.1% |
| 3M | -3.3% | -1.2% | -2.1% | -3.2% |
| 6M | -43.6% | +9.4% | -53.1% | -24.3% |
| YTD | -41.9% | +13.3% | -55.2% | -13.7% |
| 1Y | -50.6% | +13.4% | -64.0% | -24.8% |
| 3Y | -89.3% | +50.4% | -139.7% | -59.1% |
| All | -89.3% | +49.7% | -139.0% | -59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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