+138.2%
IBM vs UPRO
+81.0%
+57.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.0% |
| 7D | -5.0% | -8.7% | +3.7% | -3.3% |
| 30D | +11.1% | -16.9% | +28.0% | +15.3% |
| 3M | +5.7% | -15.3% | +21.0% | +9.1% |
| 6M | +10.1% | -5.7% | +15.8% | +10.7% |
| YTD | -15.6% | +12.1% | -27.7% | -18.5% |
| 1Y | -19.5% | +16.4% | -36.0% | -23.0% |
| 3Y | +80.4% | +210.5% | -130.1% | +39.5% |
| All | +138.2% | +81.0% | +57.2% | +87.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling