+814.7%
ICE vs UPRO
+12,842.4%
-12,027.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.5% | +1.7% |
| 7D | +3.2% | -2.9% | +6.1% | +3.6% |
| 30D | +12.9% | -12.4% | +25.3% | +16.4% |
| 3M | +17.5% | -11.9% | +29.4% | +20.7% |
| 6M | +14.0% | -1.7% | +15.6% | +12.6% |
| YTD | +10.0% | +18.5% | -8.5% | +2.0% |
| 1Y | +19.5% | +17.5% | +2.0% | +10.9% |
| 3Y | +66.8% | +218.4% | -151.6% | +8.0% |
| 5Y | +40.3% | +99.1% | -58.8% | -3.1% |
| 10Y | +249.7% | +1,071.1% | -821.4% | +9.7% |
| All | +814.7% | +12,842.4% | -12,027.7% | -21.7% |
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