-93.4%
SQQQ vs IOT
+54.4%
-147.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.5% | +3.8% | +3.0% |
| 7D | +4.1% | -0.8% | +4.9% | +3.7% |
| 30D | +4.6% | -4.7% | +9.3% | +2.7% |
| 3M | -10.4% | +17.8% | -28.2% | -1.8% |
| 6M | -42.1% | +16.8% | -58.9% | -35.6% |
| YTD | -40.3% | +8.4% | -48.8% | -35.3% |
| 1Y | -50.2% | -0.8% | -49.4% | -47.1% |
| 3Y | -89.4% | +25.7% | -115.1% | -83.3% |
| All | -93.4% | +54.4% | -147.7% | -79.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling