-100.0%
SQQQ vs INVH
+75.4%
-175.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.7% |
| 7D | +1.8% | -3.0% | +4.8% | -1.7% |
| 30D | +4.2% | -7.5% | +11.7% | -5.2% |
| 3M | -3.3% | -5.5% | +2.3% | -10.6% |
| 6M | -43.6% | +11.7% | -55.4% | -36.0% |
| YTD | -41.9% | +1.3% | -43.2% | -41.8% |
| 1Y | -50.6% | -6.1% | -44.6% | -55.4% |
| 3Y | -89.3% | -9.8% | -79.5% | -89.8% |
| 5Y | -94.8% | -19.7% | -75.1% | -94.4% |
| All | -100.0% | +75.4% | -175.3% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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