-89.3%
SQQQ vs IWF
+76.9%
-166.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -0.2% |
| 7D | +1.8% | -0.9% | +2.7% | -0.9% |
| 30D | +4.2% | -1.7% | +5.9% | -0.4% |
| 3M | -3.3% | +0.7% | -3.9% | +4.9% |
| 6M | -43.6% | +8.6% | -52.2% | -18.4% |
| YTD | -41.9% | +3.5% | -45.4% | -25.2% |
| 1Y | -50.6% | +7.0% | -57.7% | -26.4% |
| 3Y | -89.3% | +76.3% | -165.6% | +23.6% |
| All | -89.3% | +76.9% | -166.2% | +23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling