+310.1%
IAU vs UPRO
+12,842.4%
-12,532.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -2.6% |
| 7D | +2.8% | -2.9% | +5.7% | +2.9% |
| 30D | -4.0% | -12.4% | +8.5% | -3.6% |
| 3M | -8.2% | -11.9% | +3.6% | -7.9% |
| 6M | -14.8% | -1.7% | -13.1% | -14.8% |
| YTD | -6.7% | +18.5% | -25.2% | -7.1% |
| 1Y | -2.2% | +17.5% | -19.7% | -2.7% |
| 3Y | +106.7% | +218.4% | -111.6% | +101.1% |
| 5Y | +114.8% | +99.1% | +15.7% | +109.0% |
| 10Y | +213.0% | +1,071.1% | -858.1% | +194.1% |
| All | +310.1% | +12,842.4% | -12,532.3% | +218.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling