-100.0%
SQQQ vs IYR
+309.2%
-409.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | -1.2% |
| 7D | -2.7% | -0.9% | -1.8% | -4.3% |
| 30D | +2.4% | -2.4% | +4.8% | -2.0% |
| 3M | -8.0% | -2.0% | -6.0% | -13.0% |
| 6M | -43.9% | +2.5% | -46.4% | -41.8% |
| YTD | -42.2% | +8.3% | -50.5% | -33.3% |
| 1Y | -51.8% | +6.5% | -58.2% | -46.1% |
| 3Y | -89.7% | +29.3% | -119.1% | -80.7% |
| 5Y | -94.7% | +5.7% | -100.4% | -90.4% |
| 10Y | -100.0% | +69.2% | -169.2% | -99.7% |
| All | -100.0% | +309.2% | -409.2% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling