+1,069.4%
INSM vs UPRO
+14,289.1%
-13,219.7%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.2% |
| 7D | +6.5% | +0.1% | +6.5% | +6.5% |
| 30D | +27.5% | -0.9% | +28.4% | +27.8% |
| 3M | +20.4% | +1.9% | +18.4% | +18.3% |
| 6M | -15.7% | +33.1% | -48.8% | -27.1% |
| YTD | -27.4% | +31.8% | -59.2% | -37.4% |
| 1Y | -11.4% | +48.3% | -59.7% | -28.4% |
| 3Y | +457.8% | +221.5% | +236.3% | +186.3% |
| 5Y | +343.0% | +136.7% | +206.2% | +136.2% |
| 10Y | +848.1% | +1,179.2% | -331.0% | +76.3% |
| All | +1,069.4% | +14,289.1% | -13,219.7% | -36.7% |
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