+818.3%
INSM vs UPRO
+1,226.0%
-407.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.4% |
| 7D | +0.5% | -6.0% | +6.5% | +3.1% |
| 30D | -4.0% | -5.8% | +1.8% | -1.7% |
| 3M | +38.5% | +10.8% | +27.7% | +31.3% |
| 6M | -11.5% | +31.6% | -43.1% | -22.4% |
| YTD | -26.9% | +25.4% | -52.3% | -34.9% |
| 1Y | -12.8% | +39.2% | -52.0% | -26.6% |
| 3Y | +384.7% | +218.5% | +166.2% | +159.6% |
| 5Y | +368.8% | +137.1% | +231.8% | +159.8% |
| All | +818.3% | +1,226.0% | -407.7% | +70.1% |
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