-100.0%
SQQQ vs IRM
+440.8%
-540.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.0% | -4.6% | -0.6% |
| 7D | +1.8% | -1.4% | +3.2% | +0.5% |
| 30D | +4.2% | -7.4% | +11.5% | -2.8% |
| 3M | -3.3% | -7.4% | +4.1% | -8.7% |
| 6M | -43.6% | +8.7% | -52.3% | -35.7% |
| YTD | -41.9% | +40.9% | -82.8% | -13.5% |
| 1Y | -50.6% | +20.5% | -71.1% | -36.1% |
| 3Y | -89.3% | +101.7% | -191.0% | -71.4% |
| 5Y | -94.8% | +197.7% | -292.5% | -74.2% |
| All | -100.0% | +440.8% | -540.8% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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