+738.1%
IJH vs UPRO
+14,044.6%
-13,306.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | 0.0% |
| 7D | +1.0% | +1.5% | -0.4% | +0.5% |
| 30D | -3.1% | -3.7% | +0.6% | -1.9% |
| 3M | +1.9% | +8.0% | -6.0% | -1.4% |
| 6M | +11.0% | +38.7% | -27.7% | -2.5% |
| YTD | +14.7% | +29.5% | -14.8% | +3.0% |
| 1Y | +15.6% | +46.1% | -30.5% | -1.1% |
| 3Y | +52.5% | +229.1% | -176.6% | -7.8% |
| 5Y | +49.1% | +136.0% | -86.9% | -6.5% |
| 10Y | +177.7% | +1,155.3% | -977.6% | -22.8% |
| All | +738.1% | +14,044.6% | -13,306.6% | -22.2% |
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 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