-100.0%
SQQQ vs IWD
+567.1%
-667.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -2.3% |
| 7D | -0.9% | -0.3% | -0.7% | -1.6% |
| 30D | -0.3% | +0.6% | -0.9% | +1.4% |
| 3M | +2.7% | +7.2% | -4.5% | +28.3% |
| 6M | -43.8% | +16.2% | -60.0% | -8.9% |
| YTD | -42.9% | +23.3% | -66.2% | +10.9% |
| 1Y | -53.5% | +29.6% | -83.1% | +5.9% |
| 3Y | -89.4% | +70.5% | -159.9% | -31.7% |
| 5Y | -94.7% | +73.5% | -168.2% | -42.9% |
| 10Y | -100.0% | +198.3% | -298.3% | -96.1% |
| All | -100.0% | +567.1% | -667.1% | -99.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling