+59.2%
TQQQ vs IBM
-1.8%
+61.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +0.7% | -0.3% | +1.0% | +0.8% |
| 30D | -0.6% | +0.3% | -0.9% | -0.7% |
| 3M | -14.9% | -21.6% | +6.7% | -10.8% |
| 6M | +44.6% | -4.7% | +49.3% | +40.4% |
| YTD | +37.8% | -19.1% | +56.9% | +44.3% |
| 1Y | +59.2% | -2.5% | +61.7% | +65.0% |
| All | +59.2% | -1.8% | +61.0% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBM.
Daily Out/Under-Performance
Portfolio return minus IBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBM 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 1y: compounded portfolio wealth divided by compounded IBM 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…
1y analysis · Full analysis span regression · 6 months rolling