+733.6%
ICE vs UPRO
+14,289.1%
-13,555.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.7% |
| 7D | -0.7% | +0.1% | -0.7% | -0.7% |
| 30D | +7.6% | -0.9% | +8.5% | +7.9% |
| 3M | +13.9% | +1.9% | +12.0% | +12.5% |
| 6M | -2.4% | +33.1% | -35.5% | -11.4% |
| YTD | +0.3% | +31.8% | -31.5% | -9.0% |
| 1Y | -6.4% | +48.3% | -54.7% | -18.4% |
| 3Y | +43.1% | +221.5% | -178.4% | -6.9% |
| 5Y | +42.1% | +136.7% | -94.6% | -6.2% |
| 10Y | +220.9% | +1,179.2% | -958.2% | -1.2% |
| All | +733.6% | +14,289.1% | -13,555.5% | -30.2% |
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