+150.1%
IBM vs UPRO
+95.9%
+54.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.3% |
| 7D | +1.6% | +7.4% | -5.8% | 0.0% |
| 30D | +9.2% | -7.9% | +17.1% | +10.8% |
| 3M | +4.9% | -12.0% | +16.9% | +7.4% |
| 6M | +16.8% | -2.0% | +18.7% | +16.3% |
| YTD | -14.3% | +20.4% | -34.7% | -18.5% |
| 1Y | -16.7% | +24.5% | -41.2% | -21.4% |
| 3Y | +82.2% | +224.4% | -142.1% | +39.4% |
| All | +150.1% | +95.9% | +54.2% | +93.6% |
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 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