+2,876.9%
TQQQ vs IAG
+427.6%
+2,449.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.7% | +2.4% |
| 7D | -1.9% | -1.1% | -0.8% | -1.7% |
| 30D | -4.9% | +12.1% | -17.0% | -7.2% |
| 3M | -6.4% | +25.5% | -31.9% | -10.9% |
| 6M | +44.4% | -7.1% | +51.5% | +45.3% |
| YTD | +35.2% | +22.9% | +12.3% | +28.1% |
| 1Y | +49.5% | +83.3% | -33.8% | +31.3% |
| 3Y | +250.7% | +808.5% | -557.8% | +126.3% |
| 5Y | +104.7% | +838.0% | -733.3% | +23.4% |
| All | +2,876.9% | +427.6% | +2,449.3% | +1,811.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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