+24.2%
IJR vs UPRO
+29.4%
-5.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.9% | -3.5% | -0.2% |
| 7D | +2.3% | -2.6% | +4.8% | +3.0% |
| 30D | +2.8% | -4.3% | +7.1% | +4.1% |
| 3M | -4.6% | -4.3% | -0.3% | -3.6% |
| 6M | +5.7% | +14.7% | -9.1% | -0.1% |
| YTD | +19.9% | +28.0% | -8.1% | +8.4% |
| 1Y | +24.2% | +29.8% | -5.7% | +11.4% |
| All | +24.2% | +29.4% | -5.2% | +11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling