-89.3%
SQQQ vs IVZ
+134.7%
-224.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -1.5% |
| 7D | +1.8% | -2.4% | +4.2% | -0.5% |
| 30D | +4.2% | +3.0% | +1.1% | +7.7% |
| 3M | -3.3% | +14.9% | -18.1% | +14.0% |
| 6M | -43.6% | +36.7% | -80.4% | -19.0% |
| YTD | -41.9% | +25.7% | -67.6% | -21.2% |
| 1Y | -50.6% | +47.7% | -98.3% | -19.9% |
| 3Y | -89.3% | +138.8% | -228.1% | -63.1% |
| All | -89.3% | +134.7% | -224.0% | -63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 3y: compounded portfolio wealth divided by compounded IVZ 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…
3y analysis · Full analysis span regression · 6 months rolling