-36.0%
SQQQ vs IOT
+8.2%
-44.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.1% | -6.9% | -2.3% |
| 7D | +14.6% | -0.5% | +15.0% | +14.5% |
| 30D | +28.9% | +1.0% | +27.9% | +29.2% |
| 3M | +13.1% | +10.9% | +2.2% | +14.9% |
| 6M | -15.2% | +39.9% | -55.1% | -10.5% |
| YTD | -37.0% | +20.8% | -57.7% | -36.2% |
| 1Y | -36.0% | +10.6% | -46.5% | -36.1% |
| All | -36.0% | +8.2% | -44.1% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 1y: compounded portfolio wealth divided by compounded IOT 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…
1y analysis · Full analysis span regression · 6 months rolling