-100.0%
SQQQ vs IWF
+1,115.2%
-1,215.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.9% | +4.2% | +0.4% |
| 7D | +4.1% | -1.7% | +5.8% | -1.3% |
| 30D | +4.6% | -1.8% | +6.5% | -0.5% |
| 3M | -10.4% | +1.5% | -11.9% | +0.1% |
| 6M | -42.1% | +7.7% | -49.8% | -17.3% |
| YTD | -40.3% | +2.7% | -43.1% | -24.6% |
| 1Y | -50.2% | +6.8% | -56.9% | -25.5% |
| 3Y | -89.4% | +76.9% | -166.3% | +30.1% |
| 5Y | -94.7% | +73.4% | -168.1% | +36.1% |
| 10Y | -100.0% | +416.4% | -516.4% | +7.1% |
| All | -100.0% | +1,115.2% | -1,215.2% | -48.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling