-94.8%
SQQQ vs IR
+32.6%
-127.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.9% |
| 7D | +1.8% | -4.5% | +6.3% | -4.1% |
| 30D | +4.2% | -13.9% | +18.1% | -14.2% |
| 3M | -3.3% | -0.3% | -2.9% | -2.0% |
| 6M | -43.6% | -14.3% | -29.3% | -52.1% |
| YTD | -41.9% | -7.9% | -34.0% | -44.7% |
| 1Y | -50.6% | -9.9% | -40.7% | -54.2% |
| 3Y | -89.3% | +6.5% | -95.8% | -81.6% |
| All | -94.8% | +32.6% | -127.4% | -78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 5y: compounded portfolio wealth divided by compounded IR 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…
5y analysis · Full analysis span regression · 6 months rolling