+105.2%
TQQQ vs ICE
+40.4%
+64.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.5% | +1.3% |
| 7D | -1.9% | -2.4% | +0.5% | +1.1% |
| 30D | -4.9% | +4.0% | -8.9% | -10.0% |
| 3M | -6.4% | +13.7% | -20.1% | -24.0% |
| 6M | +44.4% | +0.9% | +43.5% | +36.1% |
| YTD | +35.2% | -2.1% | +37.3% | +28.8% |
| 1Y | +49.5% | -9.5% | +59.0% | +60.1% |
| 3Y | +250.7% | +42.1% | +208.6% | +61.9% |
| All | +105.2% | +40.4% | +64.8% | +0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling