-100.0%
SQQQ vs IYR
+69.7%
-169.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -1.2% |
| 7D | +1.8% | -1.4% | +3.2% | -0.6% |
| 30D | +4.2% | -2.7% | +6.8% | -0.8% |
| 3M | -3.3% | -2.1% | -1.1% | -8.5% |
| 6M | -43.6% | +3.6% | -47.2% | -40.2% |
| YTD | -41.9% | +8.1% | -50.0% | -33.0% |
| 1Y | -50.6% | +4.7% | -55.4% | -46.5% |
| 3Y | -89.3% | +29.1% | -118.4% | -79.9% |
| 5Y | -94.8% | +6.9% | -101.7% | -90.3% |
| All | -100.0% | +69.7% | -169.7% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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