+72.4%
IBM vs UPRO
+230.2%
-157.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.8% |
| 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% | -18.9% |
| 6M | -9.0% | +38.7% | -47.7% | -17.3% |
| YTD | -20.1% | +29.5% | -49.6% | -25.9% |
| 1Y | -7.0% | +46.1% | -53.1% | -16.5% |
| 3Y | +72.4% | +229.1% | -156.7% | +25.5% |
| All | +72.4% | +230.2% | -157.8% | +25.5% |
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