+214.9%
ICE vs UPRO
+1,162.5%
-947.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.4% |
| 7D | -0.9% | -1.3% | +0.5% | -0.5% |
| 30D | +4.0% | -5.0% | +9.0% | +5.3% |
| 3M | +11.0% | +7.5% | +3.5% | +8.4% |
| 6M | -5.0% | +33.2% | -38.2% | -12.7% |
| YTD | -2.7% | +27.7% | -30.4% | -9.9% |
| 1Y | -8.6% | +43.0% | -51.7% | -18.2% |
| 3Y | +41.4% | +224.4% | -183.1% | -3.8% |
| 5Y | +39.9% | +135.9% | -96.0% | -3.1% |
| 10Y | +214.9% | +1,232.5% | -1,017.6% | +8.4% |
| All | +214.9% | +1,162.5% | -947.6% | +8.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling