+48.1%
IJH vs UPRO
+137.8%
-89.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.7% | 0.0% |
| 7D | -1.9% | -2.5% | +0.7% | -1.0% |
| 30D | -4.6% | -4.2% | -0.4% | -3.3% |
| 3M | -1.2% | +8.1% | -9.2% | -4.2% |
| 6M | +9.4% | +35.2% | -25.8% | -2.4% |
| YTD | +13.3% | +28.4% | -15.1% | +2.6% |
| 1Y | +13.4% | +39.3% | -25.9% | -0.6% |
| 3Y | +50.4% | +219.9% | -169.4% | -5.8% |
| All | +48.1% | +137.8% | -89.7% | -5.2% |
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 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