+12.9%
TQQQ vs IOT
+8.2%
+4.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.1% | -1.3% | +2.3% |
| 7D | -14.0% | -0.5% | -13.5% | -13.9% |
| 30D | -25.1% | +1.0% | -26.1% | -25.2% |
| 3M | -16.7% | +10.9% | -27.6% | -17.8% |
| 6M | -3.7% | +39.9% | -43.6% | -9.3% |
| YTD | +18.8% | +20.8% | -2.0% | +17.5% |
| 1Y | +12.9% | +10.6% | +2.3% | +14.4% |
| All | +12.9% | +8.2% | +4.7% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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