-20.2%
IBM vs UPRO
+19.0%
-39.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.1% |
| 7D | -0.3% | +9.7% | -10.0% | -2.8% |
| 30D | +6.8% | -9.8% | +16.5% | +9.4% |
| 3M | +4.4% | -9.1% | +13.5% | +6.6% |
| 6M | +13.2% | +0.9% | +12.3% | +11.8% |
| YTD | -15.1% | +21.9% | -37.0% | -20.8% |
| 1Y | -20.2% | +19.8% | -40.0% | -25.0% |
| All | -20.2% | +19.0% | -39.2% | -25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling