-100.0%
SQQQ vs IVZ
+219.4%
-319.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.5% | +3.8% | +2.7% |
| 7D | +4.1% | -2.4% | +6.5% | +1.5% |
| 30D | +4.6% | +2.5% | +2.1% | +7.9% |
| 3M | -10.4% | +17.1% | -27.5% | +9.5% |
| 6M | -42.1% | +35.1% | -77.3% | -15.1% |
| YTD | -40.3% | +24.3% | -64.6% | -18.3% |
| 1Y | -50.2% | +48.7% | -98.9% | -15.6% |
| 3Y | -89.4% | +135.6% | -225.0% | -61.7% |
| 5Y | -94.7% | +60.3% | -155.0% | -80.2% |
| 10Y | -100.0% | +62.5% | -162.5% | -99.8% |
| All | -100.0% | +219.4% | -319.4% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling