+293.0%
IBKR vs UPRO
+220.4%
+72.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.3% | +1.0% |
| 7D | -1.3% | -2.5% | +1.2% | -0.1% |
| 30D | -0.2% | -4.2% | +4.0% | +2.0% |
| 3M | +3.0% | +8.1% | -5.1% | -1.3% |
| 6M | +33.9% | +35.2% | -1.4% | +14.6% |
| YTD | +42.5% | +28.4% | +14.1% | +25.2% |
| 1Y | +44.9% | +39.3% | +5.6% | +22.7% |
| 3Y | +293.0% | +219.9% | +73.1% | +160.4% |
| All | +293.0% | +220.4% | +72.6% | +160.4% |
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