-100.0%
SQQQ vs IP
+215.2%
-315.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.6% | -2.9% |
| 7D | +14.0% | -5.1% | +19.1% | +9.3% |
| 30D | +48.7% | +8.5% | +40.2% | +61.2% |
| 3M | +25.0% | -13.8% | +38.8% | +9.9% |
| 6M | +7.8% | +5.7% | +2.1% | +17.8% |
| YTD | -27.7% | -9.1% | -18.5% | -30.3% |
| 1Y | -29.0% | -0.8% | -28.2% | -25.0% |
| 3Y | -87.4% | +14.8% | -102.2% | -81.8% |
| 5Y | -92.1% | -11.5% | -80.6% | -89.4% |
| 10Y | -100.0% | +27.9% | -127.9% | -99.8% |
| All | -100.0% | +215.2% | -315.2% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling