+105.2%
TQQQ vs IVZ
+61.1%
+44.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +1.3% |
| 7D | -1.9% | -2.4% | +0.5% | +0.8% |
| 30D | -4.9% | +3.0% | -7.9% | -8.1% |
| 3M | -6.4% | +14.9% | -21.3% | -20.0% |
| 6M | +44.4% | +36.7% | +7.7% | +1.3% |
| YTD | +35.2% | +25.7% | +9.5% | +2.7% |
| 1Y | +49.5% | +47.7% | +1.8% | -6.1% |
| 3Y | +250.7% | +138.8% | +111.9% | +15.1% |
| All | +105.2% | +61.1% | +44.1% | +12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling