+48.3%
IEMG vs UPRO
+137.8%
-89.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.2% | +0.6% |
| 7D | -1.3% | -2.5% | +1.3% | -0.6% |
| 30D | +1.9% | -4.2% | +6.1% | +3.0% |
| 3M | +1.4% | +8.1% | -6.6% | -0.7% |
| 6M | +15.2% | +35.2% | -20.1% | +6.6% |
| YTD | +23.8% | +28.4% | -4.6% | +15.9% |
| 1Y | +30.7% | +39.3% | -8.6% | +19.7% |
| 3Y | +83.3% | +219.9% | -136.6% | +32.5% |
| All | +48.3% | +137.8% | -89.5% | +8.0% |
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