+2.9%
IAU vs UPRO
+29.4%
-26.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.9% | -1.2% | +2.2% |
| 7D | -0.3% | -2.6% | +2.3% | +0.5% |
| 30D | -1.9% | -4.3% | +2.4% | -0.7% |
| 3M | -0.4% | -4.3% | +3.9% | +0.7% |
| 6M | -10.1% | +14.7% | -24.9% | -13.5% |
| YTD | -5.9% | +28.0% | -33.9% | -12.6% |
| 1Y | +2.9% | +29.8% | -26.9% | -4.7% |
| All | +2.9% | +29.4% | -26.5% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UPRO.
Daily Out/Under-Performance
Portfolio return minus UPRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPRO 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 1y: compounded portfolio wealth divided by compounded UPRO 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…
1y analysis · Full analysis span regression · 6 months rolling