+314.4%
IBM vs UPRO
+14,289.1%
-13,974.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.4% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | +0.3% | -0.9% | +1.2% | +0.5% |
| 3M | -21.6% | +1.9% | -23.5% | -22.5% |
| 6M | -4.7% | +33.1% | -37.8% | -12.9% |
| YTD | -19.1% | +31.8% | -50.9% | -25.8% |
| 1Y | -2.5% | +48.3% | -50.8% | -13.6% |
| 3Y | +74.2% | +221.5% | -147.3% | +18.9% |
| 5Y | +113.1% | +136.7% | -23.6% | +45.5% |
| 10Y | +133.5% | +1,179.2% | -1,045.6% | -16.7% |
| All | +314.4% | +14,289.1% | -13,974.6% | -32.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling