+12.9%
TQQQ vs ICE
+21.0%
-8.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.3% | +0.5% | +3.5% |
| 7D | -14.0% | +12.2% | -26.1% | -10.9% |
| 30D | -25.1% | +15.0% | -40.1% | -22.2% |
| 3M | -16.7% | +17.6% | -34.3% | -13.0% |
| 6M | -3.7% | +12.6% | -16.3% | +5.1% |
| YTD | +18.8% | +9.1% | +9.6% | +30.2% |
| 1Y | +12.9% | +20.6% | -7.7% | +20.8% |
| All | +12.9% | +21.0% | -8.1% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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