-89.3%
SQQQ vs IYR
+29.0%
-118.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -1.7% |
| 7D | +1.8% | -1.4% | +3.2% | +0.2% |
| 30D | +4.2% | -2.7% | +6.8% | +1.0% |
| 3M | -3.3% | -2.1% | -1.1% | -6.5% |
| 6M | -43.6% | +3.6% | -47.2% | -40.4% |
| YTD | -41.9% | +8.1% | -50.0% | -34.6% |
| 1Y | -50.6% | +4.7% | -55.4% | -46.9% |
| 3Y | -89.3% | +29.1% | -118.4% | -82.8% |
| All | -89.3% | +29.0% | -118.3% | -82.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling