-94.8%
SQQQ vs ITW
+36.9%
-131.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -0.8% |
| 7D | +1.8% | -0.7% | +2.5% | +0.7% |
| 30D | +4.2% | -8.3% | +12.5% | -9.3% |
| 3M | -3.3% | +6.0% | -9.3% | +7.0% |
| 6M | -43.6% | 0.0% | -43.6% | -42.6% |
| YTD | -41.9% | +10.2% | -52.1% | -30.0% |
| 1Y | -50.6% | +3.2% | -53.9% | -47.9% |
| 3Y | -89.3% | +21.0% | -110.3% | -81.2% |
| All | -94.8% | +36.9% | -131.7% | -80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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