+131.6%
IBM vs UPRO
+1,152.9%
-1,021.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.7% |
| 7D | +0.3% | +1.5% | -1.2% | -0.1% |
| 30D | -1.5% | -3.7% | +2.2% | -0.5% |
| 3M | -16.8% | +8.0% | -24.7% | -19.0% |
| 6M | -9.0% | +38.7% | -47.7% | -17.7% |
| YTD | -20.1% | +29.5% | -49.6% | -26.3% |
| 1Y | -7.0% | +46.1% | -53.1% | -17.3% |
| 3Y | +72.4% | +229.1% | -156.7% | +16.8% |
| 5Y | +112.0% | +136.0% | -24.0% | +45.0% |
| 10Y | +131.6% | +1,155.3% | -1,023.7% | -21.6% |
| All | +131.6% | +1,152.9% | -1,021.4% | -21.6% |
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