-37.7%
SQQQ vs IRE
-97.6%
+59.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -14.4% | +18.1% | +1.3% |
| 7D | -11.0% | -31.8% | +20.9% | -15.8% |
| 30D | +17.9% | -71.8% | +89.7% | +3.5% |
| 3M | +19.5% | -88.9% | +108.4% | -5.7% |
| 6M | +4.2% | -95.4% | +99.5% | -17.8% |
| YTD | -35.6% | -94.2% | +58.6% | -42.0% |
| 1Y | -37.7% | -97.1% | +59.4% | -45.3% |
| All | -37.7% | -97.6% | +59.9% | -45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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