-100.0%
SQQQ vs IWD
+203.8%
-303.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | 0.0% |
| 7D | +1.8% | -0.8% | +2.6% | -0.4% |
| 30D | +4.2% | -0.8% | +5.0% | +1.7% |
| 3M | -3.3% | +6.9% | -10.2% | +18.7% |
| 6M | -43.6% | +18.3% | -61.9% | -3.5% |
| YTD | -41.9% | +22.4% | -64.2% | +11.0% |
| 1Y | -50.6% | +27.4% | -78.1% | +8.1% |
| 3Y | -89.3% | +71.2% | -160.5% | -29.3% |
| 5Y | -94.8% | +75.7% | -170.5% | -41.8% |
| All | -100.0% | +203.8% | -303.7% | -96.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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