The Nasdaq Composite (IXIC) has had the highest return since March 12, 2020 by a major index, returning 111%.

what is the best returning index since march 12, 2020
ASSET % RETURN
the Nasdaq Composite (IXIC) 111.01%
the S&P 500 (GSPC) 91.89%
the Dow Jones Industrial Average (DJI) 71.68%
the Russell 3000 (RUA) 50.71%

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