+105.2%
TQQQ vs IGV
+20.8%
+84.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.2% | +1.9% |
| 7D | -1.9% | -2.9% | +1.0% | +3.8% |
| 30D | -4.9% | -1.5% | -3.3% | -4.0% |
| 3M | -6.4% | +11.7% | -18.1% | -28.0% |
| 6M | +44.4% | +18.4% | +26.0% | -7.7% |
| YTD | +35.2% | -3.9% | +39.1% | +32.6% |
| 1Y | +49.5% | -9.7% | +59.2% | +70.9% |
| 3Y | +250.7% | +38.4% | +212.3% | +74.5% |
| All | +105.2% | +20.8% | +84.4% | +57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IGV.
Daily Out/Under-Performance
Portfolio return minus IGV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IGV 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 IGV 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