-100.0%
SQQQ vs IJR
+587.1%
-687.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -1.5% |
| 7D | +1.8% | -2.2% | +4.0% | -2.7% |
| 30D | +4.2% | -4.6% | +8.7% | -5.3% |
| 3M | -3.3% | +0.2% | -3.5% | -0.5% |
| 6M | -43.6% | +14.7% | -58.4% | -20.0% |
| YTD | -41.9% | +18.9% | -60.7% | -10.1% |
| 1Y | -50.6% | +19.9% | -70.6% | -20.2% |
| 3Y | -89.3% | +53.0% | -142.3% | -61.1% |
| 5Y | -94.8% | +40.9% | -135.7% | -74.7% |
| 10Y | -100.0% | +171.1% | -271.0% | -98.5% |
| All | -100.0% | +587.1% | -687.1% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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