-100.0%
SQQQ vs IWD
+203.0%
-303.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +4.4% |
| 7D | -11.0% | +2.3% | -13.3% | -4.4% |
| 30D | +17.9% | +3.6% | +14.4% | +32.8% |
| 3M | +19.5% | +2.2% | +17.3% | +29.6% |
| 6M | +4.2% | +13.0% | -8.8% | +55.3% |
| YTD | -35.6% | +26.5% | -62.1% | +38.4% |
| 1Y | -37.7% | +30.1% | -67.8% | +46.2% |
| 3Y | -88.0% | +84.9% | -172.9% | -0.9% |
| 5Y | -93.1% | +73.4% | -166.5% | -23.9% |
| All | -100.0% | +203.0% | -303.0% | -96.1% |
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