-10.2%
TQQQ vs IJH
+12.9%
-23.1%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.9% | -3.9% | -15.0% | -7.7% |
| 7D | -27.1% | -3.4% | -23.7% | -18.1% |
| 30D | -40.1% | -3.1% | -37.0% | -33.1% |
| 3M | -30.6% | -6.6% | -24.0% | -13.8% |
| 6M | -24.8% | -1.6% | -23.2% | -15.3% |
| YTD | -3.7% | +9.5% | -13.2% | -13.9% |
| 1Y | -10.2% | +12.1% | -22.3% | -23.3% |
| All | -10.2% | +12.9% | -23.1% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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