+250.7%
TQQQ vs IVZ
+134.7%
+116.0%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +1.5% |
| 7D | -1.9% | -2.4% | +0.5% | +0.4% |
| 30D | -4.9% | +3.0% | -7.9% | -7.5% |
| 3M | -6.4% | +14.9% | -21.3% | -17.7% |
| 6M | +44.4% | +36.7% | +7.7% | +8.0% |
| YTD | +35.2% | +25.7% | +9.5% | +8.2% |
| 1Y | +49.5% | +47.7% | +1.8% | +2.4% |
| 3Y | +250.7% | +138.8% | +111.9% | +47.3% |
| All | +250.7% | +134.7% | +116.0% | +47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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