+59.2%
TQQQ vs ICE
-7.2%
+66.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +0.3% |
| 7D | +0.7% | -0.7% | +1.4% | +0.6% |
| 30D | -0.6% | +7.6% | -8.3% | +0.2% |
| 3M | -14.9% | +13.9% | -28.8% | -12.4% |
| 6M | +44.6% | -2.4% | +46.9% | +53.2% |
| YTD | +37.8% | +0.3% | +37.6% | +45.8% |
| 1Y | +59.2% | -6.4% | +65.6% | +68.6% |
| All | +59.2% | -7.2% | +66.3% | +68.6% |
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