+250.7%
TQQQ vs IRM
+102.2%
+148.6%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.0% | +0.5% | +0.8% |
| 7D | -1.9% | -1.4% | -0.5% | -0.7% |
| 30D | -4.9% | -7.4% | +2.5% | +1.5% |
| 3M | -6.4% | -7.4% | +0.9% | -0.8% |
| 6M | +44.4% | +8.7% | +35.7% | +33.5% |
| YTD | +35.2% | +40.9% | -5.8% | -2.4% |
| 1Y | +49.5% | +20.5% | +29.0% | +23.5% |
| 3Y | +250.7% | +101.7% | +149.0% | +51.2% |
| All | +250.7% | +102.2% | +148.6% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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