+125.4%
IAU vs UPRO
+230.2%
-104.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.6% |
| 7D | +0.7% | +1.5% | -0.7% | +0.6% |
| 30D | +0.3% | -3.7% | +4.0% | +0.6% |
| 3M | +0.7% | +8.0% | -7.3% | 0.0% |
| 6M | -15.5% | +38.7% | -54.2% | -17.3% |
| YTD | +1.0% | +29.5% | -28.6% | -1.0% |
| 1Y | +19.6% | +46.1% | -26.5% | +16.7% |
| 3Y | +125.4% | +229.1% | -103.6% | +115.5% |
| All | +125.4% | +230.2% | -104.7% | +115.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling