-100.0%
SQQQ vs IVV
+851.3%
-951.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +2.4% |
| 7D | -11.0% | +2.6% | -13.6% | -2.2% |
| 30D | +17.9% | -2.0% | +19.9% | +15.0% |
| 3M | +19.5% | -2.8% | +22.3% | +15.2% |
| 6M | +4.2% | +2.2% | +2.0% | +26.0% |
| YTD | -35.6% | +11.5% | -47.1% | +10.5% |
| 1Y | -37.7% | +13.5% | -51.2% | +14.9% |
| 3Y | -88.0% | +78.1% | -166.1% | +49.2% |
| 5Y | -93.1% | +73.1% | -166.2% | +55.4% |
| 10Y | -100.0% | +310.4% | -410.4% | -58.0% |
| All | -100.0% | +851.3% | -951.3% | -84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IVV.
Daily Out/Under-Performance
Portfolio return minus IVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVV 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 all: compounded portfolio wealth divided by compounded IVV 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…
all analysis · Full analysis span regression · 6 months rolling