+149.9%
IBM vs UPRO
+1,163.1%
-1,013.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.0% | -6.5% | -1.4% |
| 7D | -2.5% | -0.9% | -1.7% | -2.6% |
| 30D | +8.4% | -11.4% | +19.8% | +11.5% |
| 3M | +4.5% | -10.9% | +15.4% | +7.2% |
| 6M | +7.9% | -0.5% | +8.4% | +6.8% |
| YTD | -15.2% | +19.9% | -35.1% | -20.6% |
| 1Y | -17.6% | +24.2% | -41.8% | -23.7% |
| 3Y | +82.1% | +236.9% | -154.9% | +22.4% |
| 5Y | +143.3% | +96.6% | +46.8% | +75.6% |
| 10Y | +149.9% | +1,091.6% | -941.7% | -17.8% |
| All | +149.9% | +1,163.1% | -1,013.2% | -17.8% |
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 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