-94.7%
SQQQ vs IWD
+72.1%
-166.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.3% | +3.5% | +2.3% |
| 7D | +4.1% | -2.3% | +6.4% | -4.1% |
| 30D | +4.6% | -1.8% | +6.4% | -1.7% |
| 3M | -10.4% | +8.0% | -18.4% | +19.2% |
| 6M | -42.1% | +17.0% | -59.1% | +5.9% |
| YTD | -40.3% | +21.3% | -61.6% | +25.2% |
| 1Y | -50.2% | +27.9% | -78.1% | +28.7% |
| 3Y | -89.4% | +70.1% | -159.5% | +0.4% |
| 5Y | -94.7% | +74.2% | -168.8% | -12.2% |
| All | -94.7% | +72.1% | -166.7% | -12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling