+140.7%
IAU vs UPRO
+136.1%
+4.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.6% |
| 7D | +0.7% | +1.5% | -0.7% | +0.7% |
| 30D | +0.3% | -3.7% | +4.0% | +0.5% |
| 3M | +0.7% | +8.0% | -7.3% | +0.3% |
| 6M | -15.5% | +38.7% | -54.2% | -16.8% |
| YTD | +1.0% | +29.5% | -28.6% | -0.4% |
| 1Y | +19.6% | +46.1% | -26.5% | +17.4% |
| 3Y | +125.4% | +229.1% | -103.6% | +114.2% |
| 5Y | +140.7% | +136.0% | +4.7% | +125.0% |
| All | +140.7% | +136.1% | +4.6% | +125.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling