-100.0%
SQQQ vs IT
+103.1%
-203.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.3% | -7.8% | +1.9% |
| 7D | +1.8% | -3.7% | +5.5% | -1.2% |
| 30D | +4.2% | +0.1% | +4.1% | +4.7% |
| 3M | -3.3% | +20.7% | -24.0% | +11.6% |
| 6M | -43.6% | +12.0% | -55.6% | -40.2% |
| YTD | -41.9% | -28.8% | -13.1% | -61.2% |
| 1Y | -50.6% | -25.5% | -25.1% | -65.0% |
| 3Y | -89.3% | -48.8% | -40.5% | -94.0% |
| 5Y | -94.8% | -42.7% | -52.1% | -95.1% |
| All | -100.0% | +103.1% | -203.1% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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