-100.0%
SQQQ vs IP
+20.8%
-120.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.3% | +4.9% |
| 7D | -11.0% | -0.3% | -10.7% | -11.0% |
| 30D | +17.9% | +7.9% | +10.0% | +26.4% |
| 3M | +19.5% | -15.3% | +34.8% | +5.2% |
| 6M | +4.2% | +10.5% | -6.3% | +18.2% |
| YTD | -35.6% | -9.4% | -26.2% | -37.3% |
| 1Y | -37.7% | -4.6% | -33.1% | -36.1% |
| 3Y | -88.0% | +21.2% | -109.3% | -81.5% |
| 5Y | -93.1% | -13.3% | -79.8% | -90.9% |
| All | -100.0% | +20.8% | -120.8% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling