+29.2%
TQQQ vs IRE
-85.3%
+114.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -7.8% | +4.5% | -2.1% |
| 7D | -3.9% | +7.9% | -11.9% | -5.3% |
| 30D | -5.3% | +9.3% | -14.5% | -8.1% |
| 3M | +0.1% | -52.3% | +52.5% | +4.1% |
| 6M | +40.7% | -38.5% | +79.1% | +35.3% |
| YTD | +31.8% | -54.8% | +86.6% | +24.4% |
| All | +29.2% | -85.3% | +114.4% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 10y: compounded portfolio wealth divided by compounded IRE 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…
10y analysis · Full analysis span regression · 6 months rolling