+357.7%
INSM vs UPRO
+133.2%
+224.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.4% | +4.5% | +3.6% |
| 7D | +1.7% | -1.3% | +3.0% | +2.1% |
| 30D | -4.4% | -5.0% | +0.6% | -2.9% |
| 3M | +30.0% | +7.5% | +22.6% | +26.0% |
| 6M | -10.0% | +33.2% | -43.2% | -19.1% |
| YTD | -26.0% | +27.7% | -53.7% | -32.9% |
| 1Y | -12.5% | +43.0% | -55.5% | -24.3% |
| 3Y | +390.5% | +224.4% | +166.0% | +196.0% |
| 5Y | +357.7% | +135.9% | +221.9% | +200.4% |
| All | +357.7% | +133.2% | +224.5% | +200.4% |
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 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