+357.7%
IGV vs UPRO
+1,258.3%
-900.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | -0.7% |
| 7D | -2.9% | -2.5% | -0.4% | -1.9% |
| 30D | -1.5% | -4.2% | +2.7% | +0.2% |
| 3M | +11.7% | +8.1% | +3.6% | +8.0% |
| 6M | +18.4% | +35.2% | -16.8% | +3.9% |
| YTD | -3.9% | +28.4% | -32.4% | -14.1% |
| 1Y | -9.7% | +39.3% | -48.9% | -22.1% |
| 3Y | +38.4% | +219.9% | -181.5% | -17.9% |
| 5Y | +21.6% | +142.8% | -121.2% | -24.9% |
| All | +357.7% | +1,258.3% | -900.6% | +21.8% |
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