+250.7%
TQQQ vs IJR
+52.1%
+198.7%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.0% | +1.5% |
| 7D | -1.9% | -2.2% | +0.2% | +2.5% |
| 30D | -4.9% | -4.6% | -0.3% | +4.9% |
| 3M | -6.4% | +0.2% | -6.6% | -5.5% |
| 6M | +44.4% | +14.7% | +29.7% | +14.4% |
| YTD | +35.2% | +18.9% | +16.3% | +0.1% |
| 1Y | +49.5% | +19.9% | +29.6% | +9.5% |
| 3Y | +250.7% | +53.0% | +197.7% | +87.4% |
| All | +250.7% | +52.1% | +198.7% | +87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 3y: compounded portfolio wealth divided by compounded IJR 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…
3y analysis · Full analysis span regression · 6 months rolling