+37.7%
IGV vs UPRO
+228.3%
-190.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.6% |
| 7D | -2.3% | -2.9% | +0.6% | -1.5% |
| 30D | -11.0% | -12.4% | +1.5% | -6.1% |
| 3M | -4.5% | -11.9% | +7.4% | +0.3% |
| 6M | +10.1% | -1.7% | +11.7% | +9.8% |
| YTD | -5.1% | +18.5% | -23.6% | -13.3% |
| 1Y | -10.2% | +17.5% | -27.7% | -17.9% |
| 3Y | +37.7% | +218.4% | -180.6% | -23.3% |
| All | +37.7% | +228.3% | -190.6% | -23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling