+222.8%
IAU vs UPRO
+1,162.5%
-939.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +0.9% |
| 7D | +0.2% | -1.3% | +1.5% | +0.2% |
| 30D | +0.2% | -5.0% | +5.2% | +0.4% |
| 3M | +3.3% | +7.5% | -4.2% | +3.0% |
| 6M | -14.6% | +33.2% | -47.8% | -15.3% |
| YTD | +1.9% | +27.7% | -25.8% | +1.1% |
| 1Y | +20.9% | +43.0% | -22.2% | +19.6% |
| 3Y | +127.5% | +224.4% | -97.0% | +120.2% |
| 5Y | +141.9% | +135.9% | +6.1% | +133.4% |
| 10Y | +222.8% | +1,232.5% | -1,009.8% | +219.5% |
| All | +222.8% | +1,162.5% | -939.8% | +219.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling