+833.7%
INSM vs UPRO
+1,258.3%
-424.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.8% | +0.7% |
| 7D | +2.5% | -2.5% | +5.0% | +3.5% |
| 30D | -2.2% | -4.2% | +2.1% | -0.5% |
| 3M | +33.8% | +8.1% | +25.7% | +28.1% |
| 6M | -7.2% | +35.2% | -42.4% | -19.5% |
| YTD | -25.6% | +28.4% | -54.1% | -34.5% |
| 1Y | -11.2% | +39.3% | -50.5% | -25.3% |
| 3Y | +388.3% | +219.9% | +168.4% | +161.4% |
| 5Y | +376.6% | +142.8% | +233.8% | +161.5% |
| All | +833.7% | +1,258.3% | -424.6% | +71.2% |
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 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