-100.0%
SQQQ vs IWF
+422.7%
-522.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -0.2% |
| 7D | +1.8% | -0.9% | +2.7% | -1.0% |
| 30D | +4.2% | -1.7% | +5.9% | -0.5% |
| 3M | -3.3% | +0.7% | -3.9% | +5.0% |
| 6M | -43.6% | +8.6% | -52.2% | -17.6% |
| YTD | -41.9% | +3.5% | -45.4% | -24.8% |
| 1Y | -50.6% | +7.0% | -57.7% | -25.7% |
| 3Y | -89.3% | +76.3% | -165.6% | +28.9% |
| 5Y | -94.8% | +74.8% | -169.5% | +34.8% |
| All | -100.0% | +422.7% | -522.7% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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