+105.2%
TQQQ vs IWF
+73.7%
+31.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +0.1% |
| 7D | -1.9% | -0.9% | -1.0% | +1.0% |
| 30D | -4.9% | -1.7% | -3.1% | +0.7% |
| 3M | -6.4% | +0.7% | -7.1% | -5.5% |
| 6M | +44.4% | +8.6% | +35.8% | +19.7% |
| YTD | +35.2% | +3.5% | +31.7% | +31.3% |
| 1Y | +49.5% | +7.0% | +42.5% | +34.4% |
| 3Y | +250.7% | +76.3% | +174.4% | -15.5% |
| All | +105.2% | +73.7% | +31.5% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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